I managed to do something similar by using this URL:

http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.industry%20where%20id%20in%20(select%20industry.id%20from%20yahoo.finance.sectors)&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys

It downloads a complete list of stock symbols using the Yahoo YQL API, including the stock name, stock symbol, and industry ID. What it doesn't seem to have is any sort of stock symbol modifiers. E.g. for Rogers Communications Inc, it only downloads RCI, not RCI-A.TO, RCI-B.TO, etc. I haven't found a source for that information yet - if anyone knows of a way to automate downloading that, I'd like to hear it. Also, it'd be nice to find a way to download some sort of relation between the stock symbol and the exchange it's traded on, since some are traded on multiple exchanges, or maybe I only want to look at stuff on the TSX or something.