I real enjoy skiing in Banff and nearby Lake Louise, the only negatives are the sometimes very cold temperatures are we are talking minus 20C and that it doesn't get fully daylight until around 10am and starts getting dark after 3pm certainly in early January.
The positive side of that being that conditions are always great and the season lasts long due to proximity of the resort to the Artic!
There is a bus ride needed to get you to the Mountain itself and Banff resort is located further away.
The rest of the year is also great as nature is spectacular here.
Skiing is really really good watch this video