scylla is right. Your partners must sponsor you both for PR if you want to live in Canada. US citizens can visit Canada but not move in without some type of visa. If you try to cross the border every day, at some point, immigration will start to hassle you and ask you if you are really living in Canada without the proper visa. At some point, you could be denied entry.
If you get sponsored for PR, you would of course be allowed to live in Canada and cross the border as much as you want and you would also have healthcare. As for tax issues, if you live in Canada, you will be considered a resident for tax purposes which means you have to file taxes in Canada as well as in the US.