Calgary is a bit of a dump, but Banff is OK. If you are staying in Banff then make sure you try Bumpers - a steak house as I have never tasted steak like it before - amazing, its opposite the Banff Inns Hotel.
With regards to the boarding, its wicked, you have to catch a coach to the 3 resorts as they are in protected areas, so no ski in/ski out,
Lake Louise - Good for beginners/intermediates, some nice wide runs and good back bowls
Sunshine Village - wicked off piste and Goats eye has some awesome double diamond blacks.
there is also some good heli-sking if you have spare cash.
Apres Ski is nothing like europe, they haven't quite got the hang of it yet, but there are enough bars around to have a few good nights
The thing I loved more than anything is that you get to the top of the mountain, can see the base far below and just point your board and go, if they have a decent amount of powder, (which they do), routes down dont really come into it that much, go where you like as long as you are good enough..
Have fun