Some business/investor programs may put a condition on your PR that you must within a certain time limit have invested in a business, created x jobs for x amount of time etc. If you fail to do this, I don't think you lose your PR but I also don't think you can get citizenship. I recall a member on this board being in that situation. His family got citizenship after 3 years but he couldn't. Ask the PNP before you apply if there are any conditions like that.
If you come in through a PNP and there is no such condition on your PR, you can generally land in the province and then move although I always say you should be aware that you have signed a document stating that you intend to settle in that province. Just because they aren't going after people for this now doesn't mean that they will not in the future. If somebody ever suggests that you misrepresented yourself by lying about your intentions, it is better that you can say that you stayed in that province for at least 2-3 months and couldn't find good opportunities there than if you say that you left a day or a week after you landed.