Ideally, you do it wherever you are trying to conserve policies, plans, and programs. In some cases, the ideal scenario would be a joint strategic environmental assessment involving multiple jurisdictions. In other cases, if there is exclusive federal jurisdiction over an issue, then it makes sense to do it “federal only”. If there's exclusive provincial jurisdiction, it makes sense to do it at the provincial level only.
On November 22nd, 2011. See this statement in context.