I enjoyed reading this and share many of the same sentiments.
Haven't been to the World Cup, but I have been to some pricey Olympic events, Canada/Russia '72, Canada Cup '87 ... and also some extremely minor-league baseball. (Still around in Ontario, not officially connected to MLB - recently grandly renamed to the "Canadian Baseball League".)
And of course I love the CFL.
somehow the lower-level it is, the more I enjoy it — the fans are making roughly the same as the players.