1) You need offer letter from the University, offering you a full time course with 15 hours per week or more for a duration of longer than six months. If you don’t have it you cannot apply for Student visa. There is no such thing "prospective student visa" (its actually a visit visa allowing one to study for less than six months, non-extendible. You must apply for full student visa & in Canada not in UK. Now please read further).

2) Lease agreement is handy if its privately rented place. Alternatively a letter from University, confirming that you can live on-campus.

3) If u intend to work, u can only do it in 2010. The allowed time is 20 hours in week of 7 days & full time during holidays from school/Uni. You will apply for National Insurance number, once u have the job offer. (Keep in mind that from 1st Jan 2011, UK Government is bringing in new rules of banning all kind of work for non-EU students).

4) Please bring three last bank statements from Canada with you, and opening Student bank account wont be a problem, as far as u can show the Bank Manager, a letter from University with ur enrollment in a course. You cannot apply online for bank account in UK, proof required that ur stay in UK will be as student (copy of page of visa & copy of page with Entry in UK stamp required).

As far as I know for student visa you must apply in person & you will be interviewed by visa officer in UK High Commission. Please use the website (UKVISAS, printed below) to book an interview appointment.

Good luck
References :
http://www.ukvisas.gov.uk/