Craig Dickson , Jul 28, 2012; 09:55 a.m.
Yes, you can focus to infinity with a properly-made glass-free M42 to EOS adapter. This is also true for mounting Nikon, Olympus, and Pentax K-mount lenses on EOS. It is not true for Minolta lenses.
This article includes a table of lens mounts which has the flange focal distance for each mount. If a given mount has a flange distance at least 1mm greater than Canon's EF mount, then it is probably possible (given an appropriate adapter) to use those lenses on an EOS camera as long as the lens doesn't require any electrical support from the camera and doesn't have parts that stick out the back far enough to strike parts in the camera. Most manual-focus Nikon F-mount lenses, for example, will work fine on an EOS camera with an adapter, but I've found one (the Nikkor 20mm f/4 AI) that won't mount because it bumps into the inside of the 5D Mark II near the lens mount's electrical contacts.
I've only tried a few M42 lenses on the 5D Mark II, but I had no trouble with them.