There are many reasons to move to the US. Some involve work or professional reasons and other involve personal or family reasons. Regardless of what lead you to make the move, the items to consider, from the move, are the same. Immigration issues and taxes! Of course there are many more logistical issues that have to be considered, however before those can even be considered you must navigate the legal immigration laws and the taxes.
There are no immediate tax consequences in the US upon making your move (other then applying for and receiving a Social Security Number), however there are consequences in Canada that have to be considered and well thought out. Some of this depends on the nature of your move and what type of immigration status you will have in the US. If your immigration to the US is of a permanent nature or intended to be long term then the Canadian tax issues will kick in. If not property handled it could result in severe tax consequences. Not a great way to start a new life in the US!