The bath shown here is an external bath that hangs on the outside of the cage at a door opening.  The clear plastic walls of the bath catch most of the splashing while letting you see through to enjoy the water fun.

"Whole lotta splashin' goin' on"

You could also use a shallow saucer or bowl, placing it on the floor of the cage.  After drenching himself, your canary will hop to a perch and shake off, so be ready to clean up after him.

Canaries love to bathe, but let me warn you, it is messy!!!  They jump into the middle of the bath and vibrate their wings, throwing water up over their backs and splashing it everywhere.

I usually offer the bath on the morning of the day I'm going to clean the cage.  The bath in the morning allows the bird time to preen and dry before bedtime, and the splashing of water around the cage starts the soaking process and makes the cage cleaning easier. 

Anticipate the splashing and place the cage on a vinyl table covering, or prop vinyl placemats around a side or two to protect your walls and other surfaces.

This bird has actually rolled over onto her back in the bath, wiggling and splashing merrily away.