RRSP = IRA (Individual Retirement Account)
Also 401K is like a company pension in that you put your money in without paying taxes on it. Some companies have a match portion as well. You own it and can generally take it with you. Be careful about companies that want you to put all your 401K money into their stock (remember Enron/Worldcomm).
The IRS doesn't generally play well with the Canadian versions, but still want their taxes from them. It can be a challenge to mix various retirement vehicles between countries.
My main point is to do your research beforehand. Health care and taxes are generally the main issues.
As others have mentioned there are some great places/people in the US and like most other places there are some that are not. Trick is to find the good ones while avoiding the bad ones. There are lots of Canadians in the US. We usually get outed when we say OUT or ABOUT. I can't hear the difference though!