First - make a list.
Second - think about this.
You will be spending a lot of money. So why not get some of it back?
If time permits - see your banker first, make a visa card that is suitable for you and use that cashback as much as you can.
Third - AirMiles, get a membership, you can collect some miles during the initial big spend.
Where to buy things cheap, and in which order Edit
Dollarama. Flatware, cookware, carpets, dishes, food storage, whatever.
Buy there as much as possible. It's the cheapest place. A 2$ spatula will cost you around 7$ at Wallmart.
Appliances and food - go to Costco, make a membership(if you have friends that are already members ask for help, you get a 20$ coupon if coming through a friend). And buy all the food, clothes and appliances there. And anything that can be bought in bulk too. You will be spending a lot - so an executive membership with cashback can be beneficial.
Furniture - if you go for the cheap and unsophisticated(like any new immigrant should :-). There are 2 places
http://www.surplusfurniture.com/en/dartmouth/ Cheapest, has price match and fast delivery
http://www.nothinfancy.ca Also cheap, but a larger selection
Everything else - Wallmart and Wallmart online and Amazon
Tools and such - Canadian Tire