Fly to the Rocky Mountains on Canadas airline
The best airfare I found getting from where I live to Calgary airport is with AirCanada. The exchange rate might have something to do with it. Another added advantage is that they have the most flights going there and you have more choices as to the time of Arrival/Departure.
Flying from Newark airport to Toronto via the Canadian Royal Jet (picture at left). Then connecting to an Airbus 310 from Toronto to Calgary.