Please note, without even knowing about your product other than its an electro-mechanical device, (motor, relay, switch, solinoid?, etc. don't know.), you are asking for certification from 4 different test houses, (UL, CSA, FM, & Some European Notified Body for ATEX certification).
CE is a self declaration, where you are declaring your product complies with all applicable European directives, (i.e. Machinery directive, ATEX directive, EMC Directive, Low Voltage directive, Pressure directive, etc.).
You mentioned the word ATEX, which is a European certification that is the dual of a Hazardous Locations Type certification. You can do a one stop shop thing with UL as they do offer ATEX type certification through their European subsiderary UL International DEMKO in Denmark, who they own. FM and CSA have a similar arrangement, through a company in the Netherlands called KEMA, but they don't own KEMA. But you don't have to go though these channels. Go to www.europa.eu
to find a list of all European test houses who are designated as "Notified Bodies", capable of issuing product certifications in accordance with the ATEX directive 94/9/EC. For ATEX certification you very well likely could need a Production Quality Assurance Notification, PQAN. This has to do with your quality system and how you consistantly replicate the production of ATEX Certified products. This will be a separate cost to initiate and maintain. Here it will greatly help you if you have a ISO 9000 (1) quality system in place. If you don't have one in place than its going to cost you a little more up front and the expiration period, or need for reassessment will be more frequent, (possibly every year as opposes to once every 3 years if you have ISO 9000).
Without pulling any punches, you should expect to pay some money and it may take a little time depending on everything that has to be done in testing and certifying.
There are a lot of certification options out there for you, so you are going to have to provide a lot more details. I could go on and on asking you things. Do you know the standards or type of certification you are after?
It looks like your product is going to operate in a Hazardous Location. You need to determine the Classes, Groups and Divisions or Classes, Groups and Zones you'd like to have you product evaluated for. Pick up the National Electrical Code and examine Article 500, Special Occupancy, Hazardous Locations. This will help you with the domestic US certifications. For the Canadian stuff you'll need to examine the Canadian Electrical Code. Also note, for domestic certifications, you are going to have to comply with the applicable ordinary location requirements for your product.
You are going to have to give more information, however, in order to get a more meaningful answer. To give you a feel, though you should be really invested in this product if you plan to go for the whole shot like you have asked for. It may benifit you to look at getting the certifications you are after in phases. While contacting the test houses may be of some benifit to you at this time, please know they will push for a project to cover the time they will spend consulting you and examining you product. As a courtesy they will provide you with a free quote and spend a little time talking to you and answering your questions, but don't expect very much of this. So, you should do as much research, design, and testing of your product up front. When you are ready to involve them be ready to tell them exactly what you want so as to make the process run much smoother.
I hope this helps you.