This place is located by the road sign on the highway that says "No Further Gas Stations" or something like that. This is a gas station/general store/ice cream stand that is located near the turn off to Fortress Mountain Ski Resort.
What to buy: You can find all sorts of stuff here; carries everything from ice cream to bacon to fishing lures to those pine-scented tree shaped fresheners for your car. Also sells firewood. If you miss civilization, they also carry The Calgary Herald.
What to pay: A little bit more than in the city; I found their items fairly reasonably priced.
The qauint hamlet of Bragg Creek, northeast of the Kananaskis border, is a traditional weekend browsing/shopping destination for many Calgarians. The shops here sell mainly local crafts and art, as many artisans call Bragg Creek their home.
On the main stretch is a mall with quite a few shops there, plus restaurants and a supermarket. Most of the stores are situated in this area.
What to buy: Quality western-themed crafts, and beautiful pottery and ceramics. The Alicat is a good store to browse in.
There are restaurants and a pie shop if you get hungry.
What to pay: I would say the prices here are reasonable.
The Village is comprised of two hotels, a tiny shopping centre, and employee's residences. There is a small store in the centre courtyard that sells mainly snacks and drinks. The shopping centre is located in the Delta Lodge at Kananaskis, and comprises of perhaps 5 or 6 stores. They sell mostly clothing (which can be handy if you forgot a jacket or fleece or need a sweatshirt to stay warm) and souvenirs.
What to buy: If you need a sweatshirt with a loon that has "KANANASKIS" splashed across it, you will find it here.