However, if your citizenship means that you need a visa to travel to Canada, and you are traveling by plane, you may want to wait until your receive your PR card (about 30 days after your become a PR). If you travel out of Canada straight away without the PR card, you would need to get a travel document from a visa office outside Canada before you would be allowed to board the plane back to Canada.
This isn't an issue if you are from a visa-exempt country, or traveling by land to the USA in a private vehicle (however, you would still be advised to take a copy of your COPR with you in either of these cases.)