If you get paid through the American company, this probably won't be an issue, but don't forget about retirement benefits. Working in the US your company may match your 401K contributions, but if you're getting paid by the Canadian company you'll have to ask about RRSP matching.
Also, talk to someone about taxes. If you're paid in Canada you'll have to pay Canadian taxes, but you'll be able to deduct all (or most) of your Canadian taxes from your US taxes. Like Akamcfly, I lived in Ontario and worked in Michigan. I was able to deduct my US Federal and State taxes, medicare and Social Security contributions from my Canadian taxes. I usually got a rebate in the US and owed nothing in Canada (until Ontario introduced a new health care tax that was based solely on gross income so I couldn't deduct it away). Since you're near Detroit, there are probably plenty of tax guys who specialize in taxes for Americans who work in Canada.
If you're going to be working from home eventually, try to get them to cover your internet.