@KevinQ:
I am also from MI. Married to a Canadian citizen.
I am going to assume that you use either the bridge or tunnel, since you are coming/going from Windsor.
If you have not been doing this successfully for a little while, you WILL run into the ONE guy at that border that is a pain in the *Bleep*
I know this from experience. So, here is some information that may or may not help your situation:
1. After marriage, file your PR ASAP!
2. Get your marriage certificate, ask to stop at immigration. Have your wife either with you or meet you there. Go inside and ask for a visitors record to be attached to your passport. Inform them you are recently married and will be applying for PR but would like to stay with your wife while that process is being done. They will likely give you a 6 month record, maybe more, maybe less, and tell you once you have filed your paperwork, bring them the receipts and such to prove to them it has been done. They will more than likely give you another visitor record for a longer time period, but you have to let them know you will NOT overstay and you are NOT moving in with her, only staying with her to be with her while the process is ongoing.
3. Do NOT bring any of your major household items with you across the border, if you even have any. You can bring some clothing, your personal computer things maybe simple you can put in your trunk or whatever.
Now, the reason why I tell you to do these things. There are a few guards there, that will give you a hassle every chance they get, and going back and forth daily is going to get picked up eventually and you don't want the extra hassle. Having that little visitor record stapled into your passport, while it does not guarantee re-entry certainly makes them feel better, hardly any questions, even without nexus. I am just telling you from personal experiences here. They turned me around once and refused entry (although not on legal paper to hinder my later immigration) until I could bring them "proof" that I indeed did live in the US. This was a week before hubby and I were married. I brought ALL they asked for and more on my next trip and the lady inside STILL gave me a major hassle. Believe me when I say they can really be NASTY! LOL
Anyway, good luck!