If you have a Bachelor's degree in Computer Science or Engineering, and your interest is in working as a Software Engineer, then you have a lot of options. A Master's degree can be helpful in both differentiating yourself from other job applicants and opening doors to certain positions, but it isn't necessary.
If you feel that a Master's degree would be useful for you, there are two factors to consider when choosing a coursework or thesis degree. First, if you think you might want to continue to do a PhD at some point, then you need to write a thesis. Some universities might accept a coursework Master's but most will not, and you really want to start to learn some research skills. Second, in Canada, typically a thesis Master's will be a paid position, while a coursework Master's will not. This varies by country and field, though. Getting into a coursework program is usually easier than finding a supervisor to fund a thesis Master's, though, so that can be a good way to get into a school. Once you start the coursework Master's you can try talking to potential supervisors (take their courses and do really well) to convince them to hire you for a thesis position.
The best way to select a program for a thesis Master's is to look for a supervisor that you might want to work with. This can be hard for potential Master's students because you may not have an idea yet what kind of work you want to do. If you do have a sense, though, look around for professors who are active in the research area in which you want to work and try to work with them. If you don't know, then looking for a university that is appealing for other reasons (location, funding, reputation, etc.) can be a good route. This last point also applies for a coursework Master's.