i just went thru this so heres what i know,
i went to my state police dept and got my fingerprints and i paid for 2 extra sets one for fbi and one for another state i lived in for more than 6 months.You need a check for each state you lived in 6 months or longer since you turned 18.
second you have to send a set of fingerprints and a money order for 18$ to the fbi ,i will include a guide with the addy in this post. Make sure on the outside of the envelope you put a date you need them back(4 weeks out) and put canadian immigration and you will most likely get them back within that time period.
this is the finger print card needed but the state poilive dept should have it, you can call you state police and ask them if they have it and what times you can come to do it. you can also print this card out but its easier in my opinion if you use theirs.
http://www.fbi.gov/hq/cjisd/pdf/fpcardb.pdfthis site gives good instructions.
http://www.fbi.gov/hq/cjisd/fprequest.htmthis one is the cover letter
http://www.fbi.gov/hq/cjisd/cover_letter.pdfthe immigration letter is on this site
http://www.cic.gc.ca/english/pdf/kits/guides/3910e.pdfthis one is for all the different states
http://www.geocities.com/canadian_immigration_club/state.htmlhope this all helps you, also only those on your application age 18 and over need the police clearances.NOT the additional family members, but those who will actually be living in canada with you. Not 100% on this statement but from what ive read im pretty sure thats how it works and
once all clerances are received by you then mail them in with your application, if you wait then it will delay you application processing time, so i would wait, its hard i know but in the end it will be worth the few weeks you need to wait compared to months.
good luck