Posting with a puppet account (see the username). I was in your position about 3 years ago. Here's some things I wish I'd known in advance:

1. Mailing stuff to Canada -- even stuff that is pretty clearly not recently purchased merch is extremely expensive due to duty and brokerage fees getting charged to you. Bring EVERYTHING you want to bring with you when you land (show up legally in Canada for the first time). I moved with two suitcase by plane and had my wife mail quite a few big ticket items afterwards. That was a mistake.

2. Getting set up with a car works like this: First, head to the ministry of transporation and get a license for your province. They'll confiscate your existing US license and issue you a temporary one on the spot. The real one shows up at your address two weeks later. This is made MUCH easier if you have a friend to use for an address until you have an apartment or if you can get a bachelor apartment in someone's basement without a pile of paperwork. After you have your license, go find a reputable insurance broker and make contact with them. After you've found one willing to work with you, then you can go and buy a car. After you sign on the dotted line, call up your insurance broker and get them to insure the car. A couple days later, you can pick up said car and drive off.

3. You won't have health insurance until after a 6 month waiting period. Don't wait to visit the ministry of health. Sign up the day you have a place of residence to get the timer rolling. The people behind the desk will use any excuse to try to extend this waiting period they can think of. I made the mistake of waiting 3 months before heading in, had a car title in hand AND a brand new canadian passport to show significant residential ties and still ended up having to wait another 6 months. I was lucky enough to get interim health insurance from work, but you may not be.

4. Network, network, network. Make friends -- especially canadian ones as you never know who can help you out in unexpected ways. An IRC buddy of 4 years ended up setting me up with a job and a introduced me to a number of my friends today.

5. When filling out immigration paperwork, dot every i and cross every t. It's a huge stack, but you'll manage. Look up requirements in advance, if possible as some of the stuff you can't easily do from Canada, like the FBI background/fingerprint check.

6. Get a canadian bank account as soon as possible. You don't need to have a canadian address or legal status to get one if you show up in person. I set up an account with TD and provided my passport for ID. They won't need a physical address or a SIN. You'll get a debit card, a sheet of 3 cheques and a direct deposit info sheet in a neat little green folder. Next, you'll need to put money into it. This doesn't have to happen at the same time -- I took 4 months to do that while waiting for a good exchange rate. Redflagdeal's personal finance forum will tell you how to get the wiring info including SWIFT code, etc. After you show up to live there permanently, you can get a chequing account and credit card. Again, show up in person and bring a letter of employment if you want a real credit card. Otherwise, you'll end up getting a secured card with a wimpy limit ($500). Your US credit history is meaningless in Canada. You'll have a clean slate -- make the best of it.

I bid you luck. Don't forget to try the poutine.