Nice shots!! You captured a wide range of emotions. The guy with the guitar looks like he's having the time of his life, not a care in the world, love it! Humans, were all the same yet so different all at the same time.
If you don't feel comfortable taking pictures of random people, why don't you approach them talk and make a connection first than ask for permission, learn about their stories or worries? Might be therapeutic for your subjects too. I'm sure Edmonton still has a different environment and is more friendly than New York but you never know the stories or wisdom you might encounter and 2/3rd of the time ppl say yes.
I don't take pictures of it but when I go downtown, a make a point to pay attention to my surroundings and take some time to chat with the homeless, buy them a meal from time to time. Some interesting and some sad stories out there, you could probably get some epic photography and interesting subjects like that.