About 3 weeks after I landed, I drove to US and came back to Canada via Niagara Falls crossing, with my COPR and my passport. I had no problem at all. The border officer understood that I haven't received my PR card yet. He reassured me that I'll be fine crossing with my COPR+passport before my PR card arrives.
I recall when I landed, the immigration officer told me that if I need to travel using commercial means (eg, flights, bus) before I get my PR card, I should apply for a travel document. She said those commercial companies will be penalised with large fine if it is found out that they take any PR who cannot show PR card or travel document.
PR card takes about 2 months to arrive. The immigration officer will order the PR card for the PR when s/he lands. PR does not need to do anything other than providing the mailing address to the immigration officer.
Kiri said:
You can come into Canada without the PR card after approval. Just explain your situation. I know CalgaryBound(think it was) went to Maui to celebrate as soon as they got PPR and on their way back they didn't have a PR card.. Some jerk of a airport immigration guy sent them over to the immigration and they were all "I don't know why they are sending you here, go on. Welcome to Canada." type of thing. Just have your paperwork and approval papers and say you're waiting on it to arrive in the mail. It SHOULD be as simple as that. Anyone can correct me if I'm wrong.
Hope that helps!