Sheraton Eau Claire for sure! Beautiful plush suites in a very modern decor, and if you can wangle an upgrade, they have a huge jacuzzi tub in the bathrooms. Plus, it easily has the best location of all hotels in the downtown core (right next to the Bow River and Eau Claire Market.
After that, the Palliser is also top-notch, with the Westin and Marriott close behind. The Hyatt may be one of the better deals in town with cheapo weekend rates at a brand new hotel.
I'd recommend that you complete a trip to the Rockies by staying at one of the primo hotels in Banff (The Fairmont Banff Springs, Fairmont Chateau Lake Louise, the Post Hotel etc.)
NeverAtHome posted some really good suggestions. Other things that might be interesting (if you have the time and money) would be to take a really posh mountain rail excursion on the
Royal Canadian Pacific. It's probably one of the best tours you can take if you are a train buff - operated by a subsidiary of the Canadian Pacific Railway at
www.cprtours.com
Bragg Creek just outside of Calgary is also very nice to hike and bike in - rent a mountain bike and trial ride in some beautiful mountain air.
If you like dinosaurs, the
Royal Tyrell Museum about an hour NE of Calgary is an amazing trove of dino bones - it's also a beautiful arid landscape.
Canada Olympic Park on the west edge of town also has ski jumping, bobsledding, and DH mountain biking in the summer... loads of fun if speed and danger are your cup of tea.
All in all, a very outdoorsy kind of town - young crowd with lots of weekend partying at night - it's easy to find the nightlife (i.e. just ask the hotel about "Cowboys" - they'll know!)