There are many naturalized Canadians who've applied for LPR in the USA. You are not a first by any means.
Your parents will require their birth certificates from their home country and if they are not in English, a certified translation will be required. Same goes for the marriage license.
They will be required to provide the police certificates, as you've indicated. As long as they don't go back to that country between obtaining the certificate and their interview, no issues, even if it expires. So, it is something you can work on now.
The I-130 is pretty easy. The DS-260 is a pain because they will have to list all of the addresses they've lived at since they were 16. I recommend starting a spreadsheet and getting those in order because it might take a minute to figure that one out. They'll also need a 5 year travel history for trips to the US.
Also a ways out is the medical, but if there are any series of vaccinations that need to be completed, might as well get them while they are covered under provincial health care. That in mind, have you looked into the cost of medical insurance in the US for them? It may be eye wateringly expensive, depending on how healthy they are or aren't.