You can not ride a bicycle across the Ambassador Bridge from Detroit to Windsor. I believe there may be a shuttle available. You can ride across the border over the St. Clair River north of Port Huron. Don't forget your passport!
My wife and I rode from Chicago to Buffalo when following Hwy 20 across the U.S. We hooked into Hwy 5 on the south side of Lake Erie. It is only 20 miles from Buffalo to Niagara Falls. We didn't go to the the Falls, because we were on a pretty tight timeline. We ended the last leg of our across Canada ride near Windsor, and plan on seeing Niagara Falls on our final leg from Detroit to Halifax.
If you are interested in doing the "southern route" PM me and I'll send you specific information.