... phew.. okay.. here you go.. as per my understanding:
1) You may inform CIC about change of your address.
2) You SHOULD NOT send your passport away from you while in the US.
3) You can request CIC to change your visa office to US-visa office by specifying your location so that you can submit your passport there itself and receive it back with stamping.
4) After CoPR, you will have few months to travel to Canada on your PR visa before your medicals expire.
5) Once you land and your application for PR card kicks off, you can go back to US but the PR card would be sent to the mailing address of Canada that you'll list in your post-landing application.
6) Since you would already have a Canada Work Visa, so you can come to Canada using your work-visa.. Or you can enter Canada via the US on a non-commercial vehicle and get your PR Card. Then you are free to travel anywhere with your PR Card..
Check This:
http://www.cic.gc.ca/english/helpcentre/answer.asp?qnum=064&top=10
This is a high-level picture and as per my knowledge.. I just informed you just to reassure you that your situation is not as complex as it sounds and that you should not worry too much about it.. But just confirm the same with CIC or someone credible..