This is my personal favorite site on this topic: http://www.diplomacy-archive.com/home.htm

http://www.diplom.org/Online/Openings/

Here is where you want to go in the Diplomacy Archive:
http://www.diplomacy-archive.com/resources/strategy/opening.htm

Also Richard Sharpe's book "The Game of Diplomacy". It's a bit out-dated but still a great read for beginners and even those that consider themselves intermediates. I wouldn't say it's Canon, but most everything in there is pretty solid and still relevant.

Are there any 'Canon' books, if Richard Sharpe's one doesn't qualify?

You can't beat a strategy book for limiting one's imagination and making your play dull and predictable. I'd give the lot of them a wide berth if I were you.

No, they're really interesting - especially for the openings. There are only so many possible opening moves, and the best ones cover them all.

What has to be understood is that any player has to know what options are available and what outcomes are possible.
I disagree with Octavious in the respect that reading material can give you insights and new things to consider. You can never have too many options. Where he's dead on is that you don't want to look for anything you should always do, because in this game, they don't really exist.

My recommendation is to read all you can, ask questions, study yourself and try to not make the same mistake twice.

How many of these openings actually see play? For example I have a hard time imagining players would go for a Key Lepanto or Ship of the Desert

Obviously some openings are rarer than others. I've only ever seen the key lepanto once or twice in a game that I was in, I generally don't like it, it requires large amounts of trust between two people who will almost certainly go to war eventually and it is usually a weak opening in my opinion. The ship of the desert is probably even less common as there is almost nothing gained from it. For each country there are mainly one move that is done.

I actually have statistics pulled from this site that details that information. If I get time, I'll post it tonight.

To answer the Key Lepanto question, in specific, the Key Lepanto is played roughly 5.9% of the time (give-or-take)