I don't know if the Boer War had as much to do with the Commonwealth falling apart (Peter Weir's version aside) as the did the bloodletting in World War I. Marc can comment to Canadian attitudes here, but if memory serves they revised their entire military system (requiring that only volunteers be sent overseas) as a direct result of World War I.

In my view, both Rome and Britain were interested in control and stability, although not necessarily direct rule. Their logic was that if you controlled your local proxy rulers (albeit indirectly or through shadowed channels) you more or less guaranteed stability and thus good trade. Both the French and Dutch tried more direct leadership models, and didn't fare quite as well.

The Mutiny itself is a fairly complex affair, but it did lead to the Crown taking a more direct role in the administration of colonial territories. I don't know that we will ever really know how much popular support it did or didn't have, given the spin that such movements are susceptible to both from nationalist elements and those nostalgic for the Raj and the "good old days."