It is not true that as long as you get the PR card you can move to any province without any consequences. It is true, however, that you can live anywhere in Canada with your PR status but everything will be in your immigration record which is permanent and linked to your Social Insurance or Health Card. If you are out of the province for 6 months, you will have to apply for the health card in the province you are living in. In the past few year, CIC have been monitoring the large number of abusers who take the PNP as a stepping stone for queue jumping, in Oct last year, a new technical bulletin have been published which gave instructions on examining PNP PR at the port of entry for preventing this trend: http://www.cic.gc.ca/english/resources/manuals/bulletins/2010/ob251.asp
Please know that any abuse of the system will be taken seriously and will be recorded in the immigration record of each individual. Not only it will immediately invalidate the eligibility of your sponsor to sponsor another one, but also on your ability to sponsor your future dependents as well as your chance to become a citizen/re-enter Canada in the future. There is no free lunch for queue cutters, if you are going to Canada through the PNP route, it is your responsibility to live and establish sucessfully in the province that nominated you:
http://www.cbc.ca/news/canada/new-brunswick/story/2011/02/01/nb-auditor-general-provincial-nominee-program-1102.html
This matter is being taken care of very seriously, so please do not take things for granted unless you have research thoroughly the consequences.