Library and Archives Canada Military Heritage - holds an extensive collection of records of the Canadian men and women who have served their country in the military and in the early years of the North West Mounted Police. There are records relating to Loyalists, the War of 1812, the Rebellions, the South African War, the First World War and the Second World War. Link to resources relating to each war can be found on this page.
Veterans Affairs Canada - closer look at Canada's military history from the South African War to the present.
Canadian War Museum - a great overview of World War 1, its history, legacy and access to images and objects such as medals.
Bugle and the Passing Bell - a fascinating podcast from the CBC bringing back to life stories and voices of some of the men who served in World War 1. This program was originally produced in 1964 to commemorate the 50th anniversary of the start of World War 1.
Researching Canadian Soldiers of the First World War - by Michael O'Leary; The Regimental Rogue website.
To look for any military records, you will want to know the following information:
1. the name of the person
2. their regiment or rank
3. a geographical location and date range to focus search
Canada At War - website is dedicated to the memory of the Canadian contribution in both World Wars.