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In case you have a valid ESTA (you don't need it though), you will, at most road crossings, either not get the form at all, or you will be given a pre-printed one.
If you don't have an ESTA, just write "day trip" in the address field.
When entering Canada, you will be processed again for entry, but it's usually more lax than at airports. If you do get an I-94W form entering the US, make sure the Canadian officer takes it.
As for documentation, you don't need proof of onward travel if entering by land.
PRO TIP: as you don't have an ESTA, you can nevertheless fill out the form here up to one week in advance, and get a pre-printed one at the border. Costs the same.