I'd personally prefer an invented universe over a canon one always. The problem with canon universes are that usually only people in that fandom are interested.

As for history and canonmates... I used to play elsewhere and all the (original) characters lived in one town so it was inevitable some of them knew each other and had best friends and exes and all that jazz. Everyone had a "history" post and if you wanted to have any past with that character, you could post and plot it out there. I think that'd be good to have and use for both canonmates and crosscanon cr.