How to add canonical links on ALL URL's?
As mentioned elsewhere, global redirect is a good option. But even Metatag is a good module. It not only handles the canonical urls but also meta keywords, description, Copyright data and many more important Meta data including OG. So, you can also have a check on this module. http://drupal.org/project/metatag and a tutorial on how to get the canonical url to work on this link: http://amitavroy.com/justread/content/articles/canonical-links-and-drupal-7

The one thing with meta tag module is that by default it will print relative canonical urls whereas I have seen major sites like smashingmagazine, engadget etc uses absolute. So, if you want that to happen then the second url is the key.