Well, I don't know much about either town but I can tell you this, Winnipeg is not exactly a border town. If you drive straight south, you would reach the border in 1.5 hours. On the other side is a town called Pembina. According to google, only about 500 people live there so I can't imagine there are loads of jobs. Almost 3 hrs. to drive from Winnipeg to Grand Forks where the population is around 50,000.
Windsor ON is a border town but on the other side is Detroit, where the unemployment rate is according to google again, around 18%. Maybe you'd have more luck living close to Buffalo where the unemployment rate is 11%.
If you do find something where you can commute and work in the US while living in Canada, any part of a day spent in Canada is a day according to the residency requirements so you would not have any problems keeping your PR. For citizenship requirements, they count the nights you are gone so you could even qualify to apply for citizenship because you are only making day trips.
If you decide that keeping two homes would be the way to go, work in the US monday to friday and drive to your home in Canada every friday night and drive back sunday night, you would not be able to meet the citizenship requirements but 3 days a week spent in Canada would give you 780 days in a 5 year period which is more than enough since you only need 730. However, you would have to be careful not to start skipping weekends or taking your holidays outside Canada. You would be able to spend 3 weekends a year outside Canada and still meet the residency requirements.