I want to thank everyone in this forum that has helped me throughout our filing process. We arrived in Calgary 4 days ago and visited several attractions, including the absolutely beautiful Banff National Park.
The entire immigration process was simpler than I expected. Everyone at the airport was very helpful and welcoming. Before landing, the airline staff distributed declaration forms, which we had to fill out with some basic information such as where we were coming from, approximate value of items we were bringing with us, etc. After landing, all passengers were directed to either the "Citizens and Permanent Residents", or "Foreign Nationals" queues. We of course had to go to the Foreign Nationals queue. The immigration officer inspected all of our papers, then welcomed us to Canada and directed us to a nearby office where landed immigrants were being helped. The officer that was processing our papers was very pleasant to work with. We only needed to present the CoPR and passports with single-entry Canadian visas. She explained that we need to submit a form (via fax or online) confirming our Canadian address, and the landed immigrant cards will be delivered there within 6-8 weeks.
One thing to keep in mind is that newly landed immigrants need to have an itemized list of everything that they will be bringing to Canada, even if the items will be arriving later by cargo. The itemized list needs to be very specific; for example, if you are bringing a laptop, then list the model number and value of the laptop, with proper receipts whenever available. Anything that is not included in the list is subject to import tax later on when items are brought in to Canada. The officer emphasized that the original CoPR papers need to be cared for and saved in a safe place because we will need them when we are ultimately applying for citizenship; it is nearly impossible to get replacements for misplaced CoPR papers, so obtaining citizenship will become very difficult as a consequence.
The next morning we went to get Social Insurance Numbers for everyone. The staff in the Services Canada office was also very friendly. We had to present the CoPR and our passports. Keep birth certificates for kids ready, just in case. After processing all the SIN paperwork, the agent gave us printouts with the new SINs, and informed us that the cards will be mailed to our Canadian address in 6-8 weeks. Same thing with health cards.
Once again, my most sincere thanks to everyone that helped me in the process.