Active Brownian motion is the complex motion of active Brownian particles. They are "active" in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian motion so far imposed couplings between the internal energy and the kinetic energy of the system. We investigate how this idea can be naturally taken further to include also couplings to the potential energy, which finally leads to a general theory of canonical dissipative systems. Explicit analytical and numerical studies are done for the motion of one particle in harmonic external potentials. Apart from stationary solutions, we study nonequilibrium dynamics and show the existence of various bifurcation phenomena.