It's very simple. You have the choice between 1. and 2.
1. Outland application: Your wife applies to sponsor you using the forms saying that you live outside Canada. During processing, you can either be in Canada or in the US or you can travel between them. Likely processing time 6-8 months to get PR. There is no work permit in this package. Either you have to wait for your PR or you have the option of looking for an employer to sponsor you for a work permit. If you would get a work permit through an employer, it would be completely regardless of your marriage, sponsorship and PR application.
2. Inland application: Your wife applies to sponsor you using the forms saying that you live in Canada with her. You must be in Canada for the duration of the processing. If you leave and are stopped from entering again, you lose your application. PR could take from 10 to 18 months if nothing is wrong. If you had applied for an open work permit with this application, you might get it in 6 months but if they have any problems with your application, for example, you are out of status in Canada, they have questions about your wifes ability to sponsor, they question your relationship etc., they will not give you an open work permit and your PR could then take as much as 3-4 years.
You will never lose your US citizenship no matter what you do in Canada. You can get Canadian PR, live in Canada for years, apply for Canadian citizenship, get it and you will still be a US citizen.
Thanks Leon..that really sucks I thought that if we were married and wanted to live in Canada that I could get a work permit to work..but waiting for PR is really the only way I would be able to work here after marriage? (excluding an employer helping me).