Yep, I know.
Oh, you wanted me to TELL you
Sorry, overtired and being quite facetious!
You will need:
Your passport
Your marriage certificate
Bring nothing more than what you need for a corrosponding 'visit'
Bring any and all paperwork you have regarding your application, if you have your fingerprint files stating they are done and clean and such, that will help you.
Now, when you get to the border, let your friendly Canadian border guard know that you need to go into immigration to get yourself a "Visitor Record" Also, if you guys are not traveling together, ensure you both tell your guard that, otherwise might cause an issue.
When you get inside, let the counter person know what it is you need, that you got married, they will ask for all the proofs, and if you have all of that, they SHOULD issue you a Visitor Record which they will staple into your passport and tell you to not remove. The Record could be for 3 months to 3 years or anywhere in between. Be sure to smile a lot, be grateful for whatever time they give you and make sure you understand that you can NOT work or study while in Canada until you are cleared with PR.
Once you get your record you should be all set, however, in the interest of not getting yourself into 'trouble' later on, if your record is for a short period, be sure to head back to your 'entry' point on or before your 'expiration' date on your record. This shows them you understand that you must leave when this is expired and shows good faith on your part that you will leave should your PR be rejected. That is how I did mine and they gave me a 1 year Visitor Record. My initial one was only 12 weeks.
Good luck!