Best way for Canadians to receive income from U.S properties?

[Samuel Toby]

How should any one in Canada that is investing in the states and receiving income from properties in the States? 

Is it best to deposit cheques into a U.S dollar bank account in Canada or open on in the states? 

I heard that if you bring the money into Canada you can be doubled taxed? (if it makes a difference)

Also in terms of creating an LLC/registering your business in Canada or the U.S.

Thanks everyone,