I skiied at Sunshine, Lake Louise, and Kicking Horse for 1.5 weeks last winter with peaches. The biggest difference is the terrain, the Canadian Rockies are much steeper and have much more vertical than CO. The mtns are at a lower elevation but are more dramatic than here. Calgary is Canadian rockies front range equivalent of denver, as you go farther west into the mtns there is more and wetter snow.
I would recommend going to Kicking Horse BC for at least 1 or 2 days its only a few hours from Banff and its the best ski area Ive ever been to, they really only have 2 lifts and 1 gondola, the gondola gets you around 4,500 feet of vertical, the only ski area I could compare it to is Jackson, but i actually liked KH better than Jackson.
Also, if you're a very qualified BC skiier check out Rogers pass, it has some of the best BC skiing in North America.
Also, if you're looking for cheap lodging check out the hostels in the Banff national parks, they are stellar and reasonably priced.
Have fun, its definitley worth the trip!