I think, like any vacation, it all depends how you want to do it and your own vacationing style.
I, personally, would rather do the research, plan and book everything myself. I do that for Disney World. But it's easy for me because I lived there for a year and have preferences as to where I want to stay (vicinity) and how much I want to spend. If you're familiar with a place, it's much easier to do.
I don't know what kind of packages you're being offered. But here is an estimate of what I would do if I was planning myself:
Stampede is from July 8 - 17 for 2005
Comfort Inn on McLeod Trail South = $107.99 per night as CAA rate or Internet booking rate - I bet if I called them, I could get a better rate.
http://www.comfortinncalgary.com/south.html
Days Inn McLeod Trail
http://www.yaycanada.com/hotels/Days-Inn-Calgary-South-Calgary.html
This hotel is about a 10 minute cab ride/15 minute C-Train ride from the Stampede Grounds. There are a few in the same vicinity. If you chose to not want to rent a car for the entire stay, I would choose this strip of hotels as they are the closest. The further you are from Downtown, I think, the cheaper it will be for you to stay. If price is an issue for lodging, you may want to look at the hotels in Motel Village near the Universtity and McMahon Stadium or further South on McLeod Trail than the hotels I mentioned above.
There are, of course the nicer hotels: The Fairmont Palliser Hotel (formerly a CP hotel), the Westin and the Sheraton Eau Claire all located downtown (about 10 minutes from the Stampede Grounds) depending on your comfort needs and budget.
There are all sorts of attractions, the Calgary Zoo, the Science Centre, the Glenbow Museum, the Calgary Tower, Heritage Park, Canada Olympic Park is cool to see in the summer even though there's no snow to be found.
There are daily Stampede breakfasts found all over the city
http://www.stampedebreakfasts.com/
I'm sure you'll want to hit Banff and maybe Lake Louise. The Gondola in Banff and the Hot Springs are a favourites. The Banff Springs Hotel for their brunch buffet. Or another good one is Melissa's. Sulphur Mountain path. Bow falls (yes, you flew over them in a helicopter when you were in the Canadian Pavilion watching O Canada 360). The candy shop on the main strip in Banff is something I always make sure I hit with visitors. You will need to rent a car for this day trip.
There's always the possibility of a day trip to Edmonton as well, to see West Edmonton Mall (3 hour drive). All doable, in my opinion, as I have done it when showing guests around while they've visited for the Stampede for a week.
Again, I don't know what's being offered in packages, but I'd look in to the prices of doing the attractions you want to see while you're here separately as opposed to the package. I rarely go to the Stampede Grounds anymore (enough is enough after a lifetime of living here), but I'm sure people could spend a couple of days there. Definitely not 10 days. Great live performances by some big name bands each day included with gate admission, the carnival (like any other travelling midway), the rodeo and the chuckwagon races combined with the Grandstand show (a must see I think for 1st timers).
http://calgarystampede.com/
Food is as diverse as anywhere...there's Chinatown for dim sum, some good East Indian fare, upper scale restaurants like Teatro's, good Italian and affordable at Chianti's, unique Cowboy fare like praire oysters at Buzzards (you want an authentic trip to Cowtown, don't you!?) and all of the other stuff that comes along with big cities.
Shopping includes Chinook Mall (the biggest in Calgary), Southcentre, Market Mall and Downtown for TD Square, Eaton Centre and 8th Avenue. I would suggest walking down 17th Avenue (aka: the Red Mile) for a bunch of unique shops and the Kensington area for another unique Calgary shopping experience. Eau Claire was cool, but is no longer and will be undergoing heavy renovations to attempt to revive the complex.
I find that I save about $1500 US when I compare my trips to Orlando that I research and book myself as opposed to the packages being offered. I would just rather be in control of my vacation and I find the extra work pays off in the end.
Hope this helps - and if you have any questions, let me know. I did a stint as a concierge at the Palliser Hotel when I came home from Florida and I guess the info never leaves your brain.
I'm bored at work today - can you tell?
Levon