If OP does end up doing the Montana version, I would second what @sibhusky suggested and hit up Fernie. It'll be much closer than anything in Alberta (Fernie is about 2 hours away), and that time of year will be better for having sufficient snow that opens up interesting terrain. The upper mountain is amazing.
You may want to be cautious about Canada because a number of car rental companies will not let you take cars from the U.S. into Canada - so you may want to look into that. Additionally, if they do, you'll want to get a good all-wheel drive because our snow clearing sometimes...well, let's just say that 'clearing' is a very loosely defined term here.