@Elbagurl: I've just seen your post. Thank you for your answer which helps me a lot.
I have decided to ask the bank to send me my bank account statements by mail at my friend's address instead of electronically. I think I can trust my friend. I have already received my PR card by mail at his address. (Too bad, this is not listed as a proof of residency ^^) I will wait for the bank account statement. And I will also bring my first pay stub just in case.
For the Ontario photo card… if they ask for a permanent address it is not a solution. Unless they accept more easily the pay stub as a proof of residency for this card. Quick question about this: What if I ask for a photo card and then decide to exchange my french Driving license with the Ontario Driving license (I Don't want to do it right now but may decide to do it in the future), is it okay ? I Wonder because I've read this somewhere:
If you have a driver’s licence and want to get an Ontario Photo Card, you have to give up your licence. Your driver’s licence will be cancelled when you apply for your Photo Card. If you wish to re-apply for your Ontario driver’s licence, you may be subject to all tests and all wait periods.
And… I Don't want my driver's license to be cancelled…