I've been to Banff and we are going again in January. It is probabaly the most beautiful place I have ever been. If you golf, I hear the golfing in great. The town itself is pretty touristy, lots of gift shops, although some are quite pricey. It looks like a little Bavarian Villiage.
We stayed at the Fairmont Banff Springs Hotel. It is modeled after a Scottish Castle and it just lovely. They have the MOST incredible Spa there. I would plan a day to spend in the spa. They have co-ed areas where you and DH could hang out between treatments. They just did another 4 million or something upgrade at the spa (we were there 5 years ago and they had just completed at 6 million dollar upgrade). It was voted one of the top spas in the world on the Travel Channel. With the exchange rate, the prices for what you get are really reasonable. You don't have to stay there to use the spa, but saying there is worth it. THey have all kinds of package deals there.
Unless this has changed, Banff is in a National Park and you will have to pay an entrance fee to the park to get into town, just be prepared for that.