The following provides links to some of the relevant sites for primary materials that may be useful in your research.  This is not an exhaustive list of what is available.

These first sites are the basic starting points for research on First World War Canadian soldiers:

The Canadian Letters and Images Project
These are part of your required materials for your assignments.

Canadian Expeditionary Force Attestation Papers
These are the attestation papers for every Canadian who served (including nurses).

Commonwealth War Graves Commission
This provides information about the location of cemetery or memorial for every Canadian who died in the war.  It provides useful information such as the date of death and sometimes other useful personal details.

War Diaries
These are the written records of each unit during the war.  The diaries provide a physical location for the activities of each soldier.  Very useful in ascertaining what was happening when soldiers were wounded or killed.

Circumstances of Death Register
These files provide additional information about how a soldier died.  They vary in content from simply "killed in action" to more detailed circumstances and locations.

Lest We Forget Information Package
Produced by Library and Archives Canada, this is a very valuable resource.  It demonstrates how to read a CEF service file, provides a list of abbreviation used, divisions of the Canadian forces, and a listing by year of battles and engagements in which Canadian forces participated.

Researching Canadian Soldiers of the First World War
Another valuable resource produced by Michael O'Leary.  It is very comprehensive, beginning with a discussion of service records and their content.  As well there are sections on the war diaries, battlefield locations and maps, and much more, each with further links.  A good starting point for these topics.

The C.E.F. Paper Trail
A comprehensive guide to the type of records you might find in the service records.  An excellent resource for identifying the different documents.

Service Records
This is a discussion forum from The Canadian Expeditionary Study Group which focuses on service records.  Some of the discussions may be relevant to your own research.

The 1901 Canada Census
An important starting point for all soldiers.

The 1906 Prairie Census
This applies only to the three prairie provinces.

The 1911 Canada Census
An important starting point for all soldiers.

The 1916 Prairie Census
This applies only to the three prairie provinces.

Peel's Prairie Provinces
City directories for cities in Manitoba, Saskatchewan, and Alberta.

British Columbia City Directories
Online directories for selected BC cities.

Ontario City Directories
Links to over eighty online directories for various Ontario cities.

Toronto City Directories
City directories for selected years.

Veterans Death Cards
If your soldier survived the war, this will provide information about the date and circumstances of his death following the war.

The National Inventory of Military Memorials
A listing of military memorials (cenotaphs, etc.) across Canada created by the Directorate of History and Heritage, a part of National Defence.  This can be searched by province and community, and the results can include photographs of the memorial and names on that memorial.

Canadian Expeditionary Force Study Group
An online forum for those interested in the First World War.  There is a wealth of information and research that can be found.  Certainly one of the sites you need to spend some time with.

Websites for The Great War
This is a very comprehensive and very useful list of relevant WWI websites, compiled by the CEF Study Group.

Official History of the Canadian Army in the First World War: Canadian Expeditionary Force, 1914-1919.
This is the standard history of the CEF by Nicholson.  Very useful.

Regimental and Battalion Histories
A starting selection available through Internet Archive.

War and Military
A link to the relevant section of Library and Archives Canada, which includes links to their own internal collections as well as extensive links to relevant external sites.

Canada and The First World War
Resources from The Canadian War Museum in Ottawa

Ship Passenger List Index
Compiled by the Nanaimo Family History Society, this list passengers arriving in Quebec port from 1903 to 1910.  This might be useful as many members of the CEF had only recently arrived in Canada.

Our Future Our Past
Online newspapers for Alberta from the Alberta Heritage Digitization Project

Canada Online Historical Newspapers
A range of newspapers from across Canada

Newspapers at Library and Archives Canada
Scroll down their list and there is a very good range of newspapers available online.

These sites are also very useful depending on the research you are doing:

Great War Forum
A British online forum with some useful and interesting discussions.

Ottawa (Lisgar) Collegiate Institute in the First World War
This is a fascinating project which has mapped the location of former students who had died, along with some personal information where available.

No Man's Land:  The Battlefield Paintings of Mary Riter Hamilton
An exhibition from The University of Manitoba