Hi Leonid. If you want to transfer your current Shaw Mobile number to another carrier, please don't cancel your Shaw Mobile account yet, please contact the carrier you're moving to. They'll handle the number porting.
It will be better if you contact your carrier first. This will depend on your preference when it comes to carriers but they usually provide an option for you to retain your number despite changing your carrier. It will also be better for you to continue using your number because it has been asssociated for you for a while now and it will be hard transitional process to inform everyone that you know that you changed your number.