I am a Canadian citizen and I'm not happy with certain policies here; with the elections coming in 5 months. What is a proper course of legal and illegal actions a citizen can take to influence the federal policy?
Through the institutional means: Participate through political parties, volunteering or donating. If you really feel like trying to change things, join a political party and try to change politics by taking part of their actions and creation of political program.
Through not institutional means: Internet is the best way to do so. If you think you've something to say regarding federal policies, create a blog, a videoblog, use twitter, facebook, write to an online newspaper. The internet gives you an incredibly powerful tool to let you opinion be known by other people, who, if you had something interesting to say, may change their voting, and expand your message.
Voting is always the go to answer for such things, but I'm not entirely sure how effective it is as a means to incite change. I don't know about Canadian politics, but here in the UK we have a pretty poor track record of politicians keeping campaign promises.
Voting to change a single issue seems an inefficient process. You get a vote every 'x' years and hope that the party you vote for will change the thing you want changing.
If you're talking federal policy, then I presume you are talking about something that is already implemented, and hence the parties have some opinion about it.
The traditional way is talking to your local politician, persuade them to try to persuade the rest of government. However if it is something that there is a policy on, it is likely it is a policy for a reason. A lone politician is going to struggle to overturn that.
The more people you can rally to your cause the more chance you have of bringing influence. You can start to create objectives, form pressure groups, and maybe start lobbying more politicians. At this point you probably want to put some time into understanding what special interests there might be against your ideas.
An alternative to that might be to stand for election, to start campaigning on the issue, and raise its awareness that way.
It is very difficult to implement political change politically, as a single politician or a small party the primary parties can largely ignore you. The only real alternative you have is to start national conversation, to influence people's opinions and hope that sheer popular opinion will be enough to change policy.
Unfortunately unless you are well funded enough to be able to buy considerable lobbying resources, it is hugely difficult to drive change into government. Unless you just happen to have an idea that a nation can get behind.
As for illegal means, the vast majority of those very quickly fall under the concept of terrorism, at which point very bad things start happening to your liberty and personal freedoms and government gets to bolster its position by saying it won't give in to terrorism.
As difficult as the legal remedies are, the illegal ones are considerably more fraught. Unless you're talking bribery and corruption, I hear that works sometimes ;)