@Hwkscr if you are driving, I think you have to buy a national park pass and display it in vehicle, esp. if you plan to visit the Icefield parkway (coz it is considered part of the national park in Canada). You might want to check out the Canadian national park website: http://www.pc.gc.ca/eng/
Depends on how many days you will be there, you can either buy the pass as a "family" or individual, and you can opt to buy an annual pass or day pass. I spent a wk. visiting Banff w/ my father and we got an annual pass, one adult annual pass for me and one senior annual pass for my father. Because cost wise, it works out better for the annual one (for us).
You can purchase the pass online (in advance) and have them mail to you or you can buy it when you get there. They have drive thru booths that you can purchase the pass (that's what we did). They also have booths set up along that parkway to spot check if you purchase the park pass.
Also you can check trip advisor website Banff forum / Alberta Forum for your questions above (about the things to do).
In terms of exchange money, we did that in a bank in Calgary (before driving to Banff). I heard the exchange rate is better. (ours was $1 USD = $1.36 CDN last Sept.)