Sunshine is also my favorite, as I find it has the best snow. Also, the place is so huge that you can ski it 3 days in a row and not really repeat yourself. Lake Louise is great also, but its a little bit higher level skiing as the previous poster mentioned.
That being said, Sunshine also has some great double black diamond runs as well. I have a friend that went down Delirium Dive, and said it was a bigger rush than sky diving. I specifically disclaim **any** responsibility for anyone who tries to ski that run!
Anyway, both are great, and if you're coming here to ski I'd do both.
Another great resort that hasn't been mentioned is Nakiska, which accordign to their website is 56 km (35 miles) from Canmore. And its where they held the winter olympics in 1988, so you know its not bad, although it is a bit smaller.
Michael