Banff offers a wide variety of winter activities including downhill skiing, ice skating, cross country skiing, dog sledding, sleigh rides, snowshoeing, festivals and more: Banff Lake Louise Tourism

We also recommend the following website for a comprehensive list of everything to do in Banff:
http://www.where.ca/canadianrockies/

Ice skating
Banff has some of the most scenic outdoor skating rinks in the world

Banff National Park has three downhill ski areas to experience:

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DINING
For a list of all the restaurants in town including Mexican, Thai, Chinese, Sushi or Swiss Fondue:
Banff Dining Guide

NIGHTLIFE
For the night hawks out there, Banff boasts a night scene that is sure to fit the bill. After dark you can kick up your heels at a dance club or western saloon, enjoy a glass of wine next to a crackling fire or relax with a beverage at a local lounge.
http://www.banfflakelouise.com/Things-To-Do/Nightlife