As for the taxes, you would still file for 2012 because you spent a part of 2012 in Canada and as you file, you notify them you have left Canada and ask them to consider you non-resident for tax purposes. You do not have to cancel the health card but you can also tell them that you are leaving if you do not intend to come back.
However, there is no reason why you must cancel your PR. If you want to leave, you can just leave or if you are in Canada, even though you don't meet the residency requirements, you can stay until you do and then apply to renew your PR card.