Nice! I took a trip to Banff/Lake Louise for a snowboarding trip one Thanksgiving. It is SO beautiful up there, wow!

Check out Lake Louise, certainly - and the very large, very glamorous hotel there. A dinner there will set you back some, but it's pretty good.

There's also a tucked away little restaurant, forgot the name - but it used to be a railroad station or some such thing. Great place, great food.

As for sites, check out the park - that's what most of that area is... Driving around and gawking isn't a bad thing!

Of course, I don't think the mountain will be open, but it's seriously nice when covered in snow. They hold the world cup there every year, coincidentally right over Thanksgiving...