Dalek Caan was originally second in command to Dalek Sec. Caan ruthlessly overthrew Sec and took his position as leader of the cult after Sec became the Human Dalek. According to the book Doctor Who Files, regarding the Cult of Skaro, Dalek Caan was the Attack Squad Leader of the Thirtieth Assault Group before being promoted by the Dalek Emperor. He has the lowest pitched voice in the Cult, and is the most prominent Dalek of the revived series (having appeared in a total of six episodes). Dalek Caan also has the most eventful story arc of any Dalek.
He fought in the Battle of Canary Wharf, but his role in "Doomsday" was minor. He escaped with the rest of the Cult. In "Daleks in Manhattan" and "Evolution of the Daleks" when the Cult arrived in 1930s Manhattan, Caan had a far more significant role, taking over the group. He oversaw the construction of the Empire State Building, delivering orders from Sec to Mr. Diagoras, and acted as the Cult's contact on the surface. After Sec's transformation into a Human Dalek, Caan and Jast begin to doubt their leader's motives. When Sec decided to give the Human-Daleks emotions, Caan intervenes, altering the process to make them 100% Dalek. Caan overthrew Sec and took command of the Cult. After the Tenth Doctor spliced his own DNA into the Human-Daleks, Caan destroyed the hybrid species.
Dalek Caan reappears in "The Stolen Earth". An emergency temporal shift used to escape from the Doctor had him go through a series of times. He broke the time lock and arrived during the Time War, allowing him to rescue Davros, the creator of the Daleks. He witnessed "all of time", effectively becoming precognitive. Most of his prophecies are doggerel, and require careful interpretation. He appears to become sinisterly more lucid as his plans come to fruition, however.
In "The Stolen Earth", the Supreme Dalek refers to Caan as 'The Abomination'.
Dalek Caan is one of very few Daleks to realise - in his case through his witnessing the actions of all Daleks throughout time - that the Dalek way of existing is destructive and intolerable. He fulfills the prediction Dalek Sec made before he was killed, by manipulating events throughout time to cause the new Daleks made by Davros to be destroyed. He himself claims that he only helped, and that the events which occurred were fated anyway.
Read more about Dalek Caan: Dalek Thay, Dalek Jast