No visa necessary. Just enter on the
UK passport and keep your Canadian one in your pocket. No one will ask about it. Be sure to stand in the EU passport lines though.
As an EU citizen, you have the freedom of movement and employment, so you can live or work anywhere in the EU for the most part. If you're planning on working in the UK, be sure to acquire a National Insurance number (same thing as a SIN) from the Department for Work & Pensions if you don't have one already. Info is available on direct.gov.uk. You'll need the local equivalent for whichever country you plan on working. In the UK, you don't need one to start work(not sure about anywhere else), but if you don't get one you'll be taxed to the gills. Once you get one, your tax code changes and you should get the excess tax as backpay.