I went to NYC for my Canada visa. You need to arrive at the consulate before 10:30am. If you request single entry, you will be able to get the visa before 2pm the same day; if you request multi entries, it might take them a few days to process. You can have them mail you back or you can pick up. At least you can have all original documentation back the same day (except for the passport). Please keep in mind that you will need to wait in the waiting room till you get your visa (if same day). Could be 2 - 3 hours.
Go to the website to download visa application checklist.
Please bring cash or money order to pay. No credit / debit card will be accepted. Have the exact amount of cash. They will not have changes for you. They will even reject your request of giving up the changes. Follow their rule on the photo (e.g. the background color, size, no hair cover the ears, etc.) I have applied visa for at least 20 different countries at various locations, the Canadian is the least efficient and the most bureaucratic one. Even worse than the Taiwan visa office. Ironically, it used to be no entry visa needed if you have a valid status at US.