If you deposit your firearm at a gun shop, pawn shop, or any other place that has a Federal Firearms License, you must undergo a NICS check to get it returned to you. Not a problem for most people, but the system is far from perfect and there are quite a few people who generate a 3-day delay from that NICS check. The 3-day delay is in reality at least 5 days, is usually 6 days, and can be as long as 8 if there is a federal holiday worked in there. I ALWAYS get a NICS delay, even though I am squeaky clean, have been a law enforcement officer for over 40 years, have an unusual name, and held a FFL for 16 years previously. The federal government put an M-16 machine gun in my hands at age 17, but I have to wait to buy a 22 caliber single shot rifle.
Anyways, just something to keep in mind. It should be a lot easier to complete the Canadian paperwork and get it all approved before you pull up to the border. But, even that may be getting more difficult. A friend of mine goes to Canada twice a year to hunt, and this year he had to leave his shotguns at home and rent one in Saskatchewan because his paperwork (and also the other 3 in the party) was delayed over 6 months.