Hi,
If PBP is your language, which I suppose it is since you're posting here, then definitely do the Ethernet connectivity with an external module. Doing the UDP and TCP/IP stack(s) in PBP is a major undertaking and very large project in itself. It has been done but I do not know the state of it.

CAN you can do with an integrated peripheral (though PBP doesn't have any high level commands for using it) or you can use your favourite PIC and attach an external CAN controller/tranceiver as well.

Adding an XPort to a PIC with a CAN peripheral, toally feasible.

/Henrik.