As you are a Canadian citizen you can either stay in the US and apply outland, or alternatively, you could relocate back to Canada and apply inland.
Outland applications from the US are generally processed quicker than inland, and you could both remain in the US and continue to work until your husbands PR is approved. Then once the PR comes through, you could relocate to Canada and your husband could work right away.
If you would prefer to move to Canada sooner, than you can move back to Canada with your husband and submit an application for inland (he has to be physically living in Canada to apply inland). He could apply for an Open Work Permit at the same time, but it takes ~4 months to process so he would not be able to work during this time. A disadvantage of applying inland is that it is not recommend to travel outside of Canada.
I would carve out some time and have a read through all the information available on the CIC website and post questions as they arise on this forum. It's really a personal decision as to which route (inland or outland) works best for you and your husband.
Hang in there! There's a lot of information to digest but trust me it does get easier as you start to get your head around it!
http://www.cic.gc.ca/english/information/applications/spouse.asp?_ga=2.141708914.1123335923.1515623888-1077246290.1497975295