With Canadian citizenship, you can get a TN-visa, which increases the chance you might get a job in the US since you don't need a sponsor. As your experience grow your value as an employee should also increase, so you could either talk your employer into filing a PERM for you and participate in H1B draws(doesn't influence TN status) or skip to a different company willing to sponsor you. Now you need to file an I-140 in 180 days, which might sabotage your TN status, but there seems to be a "loop hole" in the system. As a Canadian citizen, you can choose to complete the green card application at a US embassy back in Canada(consular processing), therefore your current stay in the US with your TN visa is still temporary. Some people also renew their TN visas through their company lawyers by mail to the USCIS, because the officers at the border might not be that familiar with the law I guess. If you're from a small country and plan appropriately, you might not even need to worry about renewing your TN since the H1B lottery is easier and GC priority dates move faster.Other than taxes, is there anything else I should take note of? Is it beneficial to hold on to my Canada PR and convert it to citizen? Or should I forgo it let's say if I get a Phd in decent schools in the US or get a GC? I guess Canadian citizenship is great for the social nets - free healthcare & retirement, but I don't know whether I just want to hold on to it because of sunk cost.
Now with all that said, I'm not sure this is the "right" way to tackle the problem. It might be harder to get a TN visa in the furture, heck maybe the entire NAFTA thing disbands. The key bottleneck here is still your personal assets, such as the ability to get a sponsor, to self-sponsor, to make investments or even attracting a mate. So I'd make improving your personal assets as a priority, instead of these specific policies.