With my other tip about taking a great camera, if you are snowboarding or skiing, unless you are fantastic, I advise leaving that at home. I have an old Sony P10 digital camera(still a not bad camera to be fair, just 5 years old) and also my partners camera in my jacket. Yes, i had a few falls, but they were never in risk of getting damaged or broken. And really, coming down a mountain and stopping at different places really does give the best photos that you can get.
Even my sony ericsson cell phone took some good photos, trust me, you will not want to not have a camera if you like your photos on the mountain!
If you have a great Camera, take it. If its really cold, make sure you keep it wrapped up as you will not want to miss any photo opportunities that You might come across. i have a digital SLR with several lenses to change, its well worth taking them all to get them shots that you want.
These photos you will get, will last a life time of memories, dont miss the chance of leaving the better camera at home if you worry about it, you will regret it!
Clothing/Shoes/Weather Gear: Im lucky, my snowboaridng gloves have a warmer inner layer that i can take out to use as normal gloves. The are light, easy to put in pockets, but ever soo warm as well even on a sunny day, you may wish you had packed some as can soon turn more chilly to the hands!!!
Clothing/Shoes/Weather Gear: Well... may seem obvious to most people who snowboard or ski, proper waterproof gear is needed. But, its amazing to see people still going onto the mountains in jeans and un-suitable clothing. Spend the money, esp on a good pair of waterproof pants (bottoms for the people in the UK)....these can be picked up for little money and will help sooo much. A good jacket is also key, but not so vital as the pants. Plenty of ski/snowboaridng shops in Banff to get all your water proof needs.