>>Does anyone know of a Canadian breeder/supplier of any of the American desert/ground geckos, the Coleonyx genus?
I don't know about Canada, but here's a breeder in Arizona (I don't seem to find too many advertised online):
http://www.sundialreptile.com/potoffspring.htm
She has Tucson banded geckos (Coleonyx variegatus bogerti, I think) and Texas banded geckos (Coleonyx brevis).
Glades Herp (www.gherp.com) has wild-caught frequently, but the prices are almost as high as captive-bred.
captive breeding uncommon of these geckos (not necessarily the difficulty, but willingness to breed them)?
I'd guess it's uncommon because it's not commercially feasible, at least to the extent "high-dollar" reptiles are. Similar amounts of effort, money, etc. to produce animals which are plentiful in the wild, and no one seems to enjoy them like you and I do. 
>>Aside from CB lizards, are wild-caught specimens rare because they inhabit protected areas?
Well, they inhabit protected areas, but they also inhabit tons of other places too, including people's yards. These geckos are abundant in suitable habitat--they serve as prey items for a variety of animals. I think you don't find too many in the US reptile trade for the reasons I stated above. I think they're great, having just acquired some myself. It's sort of like having a perpetually-juvenile leopard gecko.
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Chris McMartin
www.mcmartinville.com
I'm Not a Herpetologist, but I Play One on the Internet