Drivers license should be very painless to change to a Canadian one. They have agreements about that.
For your credit report, print it out and take it with you when you go to a Canadian bank to open an account. You can also get a cover letter from your bank. You can also change to a bank that also has branches in the US and then go to the same one in Canada, that might help too.
Social insurance, you will need a Social Insurance number unless you have one already, see
http://www.servicecanada.gc.ca/eng/sin/apply/how.shtml This is like the SSN in the states.
You also want to see about applying for health care as soon as you arrive. Some provinces make you wait 3 months, some cover you from day 1 if you are moving from another country.