Yes, planting the right things for them to eat is a good thing. My friend also visited one of the stops they make in California on the way and it too has been largely destroyed by urban sprawl and it is my understanding that Canada has declared milkweed to be a noxious weed to be destroyed.
Swallowtail caterpillars on 2nd year parsley plants
Yes, it is difficult to figure out which milkweed is best 'where'. Some kinds of milkweed are considered noxious weeds in certain provinces of Canada. I don't believe there is any kind of Canadian "federal" legislation outlawing milkweeds, though, just provincial.
Here's a link that gives more detail http://www.monarchwatch.org/read/articles/canweed5.htm
Tabasco ~ very interesting information, thank you... Thanks too for the link. pod