It depends why she was denied in the first place. If you're a Canadian citizen, and she is not from the US, her ties to the US are probably really weak - and most likely she will be denied again. Visitor visa or study permits are temporary, so the holder should leave at the end of it. If she's married to a Canadian Citizen, CIC probably won't believe ( for a reason) that she will leave at the end of her permit.
PR is probably your best bet. You can apply and ask for your file to be processed in Ottawa (which is the office for US residents and citizen) if your wife has been admitted legally to the US with a visa of a duration of at least 1 year ( it doesn't mean that she needs to have been in the US for more than a year, it means that the original visa to the US should be of at least 1 year). However, CIC might decide to send your application to her country of origin ( or the office dealing with citizen of her country). THe fact that she has been denied visitor visa doesn't necessary have an impact on her PR application, as it depends why she has been denied. If she was denied a visitor visa for lack of ties to her home country, then it won't be an issue for PR - as in that case, the PR is a "final visa", there is no need to prove that she will go back to her country, on the contrary!
Refugee claimant can be a little bit more tricky, but in general it depends why she has been denied. QUite a lot of people on this forum have been able to sponsor their spouse even after a failed refugee claim, so it's possible.
As you are a Canadian citizen, you do not need to be in Canada for the duration of the process. So - you can start the process now. You will have to prove that you seriously intend to move to Canada ( job offer, letter from family stating that they know of your intention of moving and can host you, if that's the case, bank account in Canada, network of friends etc.), but other than that, you can prepare, send the application and stay in the US with your wife until the PR is approved. Once approved, you can move together to Canada. For PR, the most important part is proving that your relationship is genuine ( and that your wife is not a criminal etc.) so if you're currently both living together in the US, married, you should have no problem proving that your relationship is genuine.
Good luck,
Sweden