Davo, I have shot a lot of Dawn services for television but I have not shot with a still camera, so I cant specifically help you with that. But my advice would be to use the fastest lens you have and on a 40D the 50mm would be ok for mid range stuff.
Anzac day is about emotion, so your 200 might be good too for those closeup shots. If there are a lot of people there, the wideangle showing the monument and the crowd might be nice, but only for one or two shots. Its all about closeups.
Forgive me but I say this to all my staff at work, and I feel I should say it here too...BE RESPECTFUL. Just because it's a good photo op doesnt mean you should turn it into a circus. Keep your distance, do not move around too much, if you can find a good spot near the front so you can see both the crowd and the proceedings thats the best spot to stay. Restrict your use of flash as much as possible, and whatever you do DO NOT MOVE during the Last Post. Believe me the complaints will flow about the rude photographer if you do.
Sorry to ramble but it is a sore point with me. Good luck.