If you golf, bring your clubs, as there's nice courses. There's horseback trails, if you like horses (I don't, mainly because of a bad experience at Banff - I was on an old nag that insisting on walking perilously close to the edge of a cliff). You'll want to see the Hot Springs, too. Lots of hiking and such, but if you prefer shopping with beverages afterwards Banff is great for that as well. The main street is full of bars and shops, but it's veery expensive, so bring your credit card (not much of a difference b/t the American & Canadian dollars now).
Bring your camera, too...the scenery is absolutely breathtaking.
Oh, and apparently, the spa at the Fairmont totally rocks. My friend & I plan on a day-long treatment during the time we're out there.