My go-to guides for dragonflies and damselflies are:
Dragonflies of the North Woods, 2nd ed., by Kurt Mead (Kollath & Stensas, 2009; ISBN 9780979200656)
Damselflies of the North Woods, by Bob DuBois (Kollath & Stensas, 2005; ISBN 9780967379377)
These don’t specifically cover Southern Ontario - I’m in the Rainy River District in Northwestern Ontario - but there is a fair bit of species overlap between the two regions. These two books have excellent identification keys and are written in clear, accessible language.
I hope this information is helpful - happy trails!