There is no private health insurance in Canada. You must join the Provincial health scheme. There is a three month waiting period so you should arrange to cover yourself and family for that period.
Dental and Drugs are not covered by Provincial plan, however many employers have special coverage for employees.
Read:- Eligibility for Health Benefits - Health - Government of Saskatchewan
I'd recommend applying for coverage in Saskatchewan as soon as you set foot in Canada (assuming that SK is your final destination)... while there is generally a there is a 90 day waiting period for new arrivals into the province before SK medical coverage will begin, as a new immigrant to Canada, you might qualify for coverage sooner (see the "Special Classes of Newcomers" section).
Dental is not covered by most provincial health plans, so it might be worth it to invest in a VOLUNTARY third party extended medical plan (if it's not offered by your employer)... I have Pacific Blue Cross through work and I get most of my basic dental needs covered.
If you can't afford dental college rates (most honest dentists charge according to the fee schedule put out by the SK College of Dentists) and you are in the Saskatoon area, you might want to try to get accepted to the student treatment clinic at the University of Saskatchewan's School of Dentistry. Waiting times can be long and treatments may be over a number of visits, but it's cheaper than paying it all yourself.