Return airfare, utility bills, proof you have filed Immigration paperwork, letter from employer stating your expected back to work on such a date on company letterhead. BUT even with the best proof in the world, it comes down to the PORT of Entry (POE) officer!! Most have no problems gaining entry, but some do!! My advice:
Canadians Visiting the USA while undergoing the visa process, my free advice:
1) Always tell the TRUTH. never lie to the POE officer
2) Be confident in ur replies
3) keep ur response short and to the point, don't tell ur life story!!
4) look the POE officer in the eye when speaking to them. They are looking for people lieing and have been trained to find them!
5) Pack light! No job resumes with you
6) Bring ties to Canada (letter from employer when ur expected back at work, lease, etc etc)
7) Always be polite, being rude isn't going to get ya anywhere, and could make things worse!!

Have a plan in case u do get denied (be polite) It wont harm ur visa application if ur denied,that is if ur polite and didn't lie! Refer to #1
Hope you have good medical coverage in the USA. Maybe its different once your pensionable in Canada???? But normally once your no longer a Resident of Canada, you are no longer covered by the Cdn Health care system!! And by getting a Greencard, your no longer a Cdn Resident.
Best of luck.