do logged in-user and anonymous user should have the same behavior ?
For the most part, yes, however it depends on the forum you are running. The important piece to understand is that whatever is hidden behind a login wall, remains hidden to the search engines. So, you have to weigh that factor when deciding which content to display to everyone versus the content to display to only logged in users.
How do you suggest handling canonical in a UGC world ?
Canonicalization isn't too hard to manage. Your forum software should include canonical URLs, but if not you will want those implemented into the template as soon as possible. The use of the rel=prev and rel=next tags are highly recommended. This allows you to keep the main forum thread as the canonical URL and Google understands that the subsequent pages are related to the main page and how they add value.
Do you have specific editorial guidelines enforced on UGC ?
Again, that's up to you and your community. What work editorially for one forum may not be the most desirable for another (e.g. the use of profanity). As long as the content being added is of value, then I consider it good content. With forums, you can be a lot more loose with the guidelines and allow users to interact as they desire.
Don't let your forum become infested with Spam, obvious self-promoting threads, and make sure all links are nofollow. Many forums implement restrictions on users in regards to links and only when they prove themselves can they add links to their posts. Link and Spam management are very important for forums.