http://www.swannysmodels.com/Canopies.html
Go here.
I basically do as Matt does.
If the kit comes with masks (and I remember I have them) I'll use the mask. Masks are generally now made from the same tape you'll see as Tamiya tape. They are die cut for a specific kit and are self adhesive, very light tack. They can be applied and removed without leaving any residue. highly recomended.
Normally, masks only mask the lines of the frames and the user has to use tape from another source to fill in the larger areas. Smaller canopy masks usually mask the entire pane.
About whether to attach the canopy before or after, I mask mine before it's installed then depending on certain things, I'll attach it and paint it with the rest of the kit or leave it off and paint it off of the kit. There's a whole list of circumstances that determine which of the two I do but regardless, I always mask the canopy before attaching it. Much easier to handle that way.
Future is a wonderful product and a blessing to clear styrene. What I like about it most is clear parts dipped in it won't fog if one uses CA to attach the canopy. It also will hide minor scratches and very minor fogging if it's applied to a part that's been rolling around in the spares bin for a while.
Something you may want to get familiar with is a tri grit sanding stick. This is an emery board style of polishing tool that has three different media used in order to polish out scratches. It comes in very handy when things get mishandled or there are mold lines right through the clear portion. There are three colors on a single stick, peach, white and gray. Peach is the most coarse and is used to sand out scratches and imperfections, white is the next finer grit used to polish out the sanding scratches left from the peach colored portion. Gray is the final polishing grit and is about as rough as a good piece of denim. This is where that glass shine comes from. With one of these sticks and a container of Future one can correct nearly any fault with a clear part.
Something is see tossed around every now and then you'll already have, toothpaste. You can use a soft cloth and a dab of toothpaste to polish scratches out of clear parts too. That's all I used to use years ago until Tamiya came out with their many polishing compounds, which I now use while leaving the toothpaste for the teeth.