You should have along with you the following documents:
1. Passport with the Canadian Visa
2. COPR (2 copies - one with a pic)
3. 2 additional pics
4. A copy of the proof of funds, if you submitted one in support of your EE application.
When you land at Toronto, you will be asked to go to the immigration when you will tell the officer that you are landing as a permanent Resident. They will send to another area where you will find a few others who are landing as PRs. The line will depend on how many flights have landed. It does not usually take long. If you are landing as a family, all of you can be togeather as a group.
When your turn comes you will be called by an immigration officer who will check your passport, stamp it, enter your record in the system, stamp the COPR and ask you to sign it in front of him. He will keep one copy of the COPR and give the other to you. Most immigration officers neatly fold it and staple it in the passport next to where you have your visa. During this time, he will also ask you questions about your health, how many dependents you have, and if you have been convicted of any crime. He might ask you for the address where you are living, if you have one, give it to him so that it can be added into the system. This is where your PR card will be shipped. If you do not have an address, you can tell him and then you will have to update it once you have it online through MyCIC. Make sure you update your address within 180 days of landing as a PR.
From here you will be sent to the customs where you will collect your baggage and meet a customs officer who will ask you about your lugauge. If you are carrying over $ 10K in cash you will need to declare it and also declare any jewellery you are bringing in along with food. Read the card carefully and when in doubt answer yes.
Since you are entering Canada you can bring goods of personal effect duty-free. Make sure if you are carrying anything on which duty can be imposed, you will need to fill BSF 186A (2 copies)
http://www.cbsa-asfc.gc.ca/publications/forms-formulaires/bsf186a-eng.html
If you need more space make copies of the form. If you have goods coming later, make copies of the form and keep it ready (2 copies).
Just be calm and the officers there are very friendly.
For further information read:
http://www.cic.gc.ca/english/newcomers/after-checklist.asp
Once you are done with the customs and immigration there is a counter at the airport to apply for the Social Insurance Number. So make sure you apply there, which will depend on at what time your flight lands. If it's midnight, the Canada Service Centre (the agency that deals with the SIN) will be closed and you will have to go to the one closest to where you live. Their addresses are available online. If they are open, just do it there. It only takes a few minutes.
At the Pearson airport you will also see a lot of banking kiosks and you can even get an account opened, if you know which bank you would chose and have made up your mind.
It's a simple process and during this time you will be handed over a lot of written material explaining things to you. You will hear welcome to Canada a lot of times.
If you have any questions, feel free to ask.
Hope this helps!
