I have a large site that pulls from a database so when pagination occurs, there are many pages with the same header info. I have put the rel canonical tag on the main pages. Should I also filter out the paginated page links in the .xml sitemap file?
If your page(s) content is unique then you should keep the URLs, otherwise leave out. Like normal recommendation for duplicate URLs content. To sum up: If your article spans multiple pages with some unique content each, then include all pages.
Make use of online sitemap generator and put all your url's. Its better if you include all the links on your sitemaps.