Abel,
When you "land" (the official process of completing the landing procedure) you will most likely be doing it at an international airport or land port, so it'll probably be at Vancouver since it's closer to Calgary. No point traveling all the way to Calgary if you don't plan on staying long, unless you are planning on doing something else like looking for a house, etc. which is hard to do in a week. I'm assuming that when you land in Calgary you will be visiting there first after you have completed the landing procedure.
You won't be issued your PR card on your first landing if you don't plan on staying in Canada. Unless you have a local address for them to mail it to in Calgary.
As for the job market, there just aren't many jobs out there right now as it is. It may improve in a year or two, but your friends are right, that it is harder for immigrants to find jobs, as I've been saying all along. Among all the people I know here I think almost everyone has had a different career before coming to Canada. Unless you are in the tech industry or healthcare (specifically nursing) - because that seems to be the main area that they are starving for people. Even if you find a job in your field, you could be a manager in Shanghai and end up as a entry-level worker here because of lack of Canadian experience. A lot of people start their own business. My dad's friend was an aeronautical engineer in Singapore and he's a real estate agent now. My friend's parents was a bank executive and owned an import-export business, but he sells volvos and she's a receptionist at a doctor's office now. My parents personally came here to retire, but they're not 60 yet and looking for some odd work here and there just to supplement their income. That's the reality for many immigrants, I'm not trying to be discouraging, but there are success stories and lucky breaks too. If you want to just settle in and expect to make a job with lots of money you might want to rethink the reasons for immigrating.
A lot of people also come here for a simpler life rather than opportunities. I see my friends doing OT everyday in Singapore and Hong Kong until almost midnight, here you knock off at 5pm sharp, get more vacation time, and probably get paid more than the same job in Singapore. Sure they tax more too, but you can also write off a lot of deductions when it comes to tax time. Healthcare is taken care of, and after age 65 you get pension benefits up to $1500 a month per person, meaning you don't need to save as much for old age.
Don't be worried, just get here and settle in first, but do come prepared for all possibilities as well and keep your options open. The reality may seem different for you.
When I was still in school I remember more than one professor or advisor telling me that in this age, a person is likely to change careers (not jobs) an average of 5 times in their lives. What may be employable today may not be 10 years from now, or it could be overcrowded. The oil/gas industry may be booming now but what will happen if all the resources are gone in 10 years? Anyway those industries would need people with business skills too. But it seems that area where the oil/gas industry needs people are in the form of manual workers and they are not in Calgary but further north beyond Edmonton and closer to Nunavut where all the oil fields are.
The most important thing is to find something you are happy and comfortable doing. I didn't like the stress from being a professor (the publishing part, not the teaching), and I personally want a simpler life. I'm actually thinking of opening a Tim Horton's or some other franchise and sitting back to take the profits sometime in the future once I get enough capital. When I was back in Singapore for 4 months I felt compelled to get the latest handphone, buy designer goods, buy a car - basically spend a lot of money. I just don't feel the need here because there's not so much peer pressure to "show off".
As for teaching jobs, it is a waiting game. Even in the US with 5000 universities, it is a waiting game. There are more Ph.D.s than there are jobs. Some work exclusively for private research, some start their own consultancies because there isn't that many jobs out there. Sometimes universities don't advertise their positions, some people write in to the respective departments to keep their resume on file in case something opens. Sometimes universities don't advertise on the job websites but rather in educational publications like the Chronicle of Higher Education.
Anyway the "Good Accompanying" and "Goods to Follow" form are available on the web so you can prepare it before landing instead of filling everything out one by one after 20+ hours of flying at the airport. You can probably google it, I forgot the exact link.
