Some good spots to check out for nightlife in Calgary are on 17th Ave. There's a ton of little pubs and lounges that are a lot of fun. 1st St. has a lot of good clubs as well.
As for strip clubs, I'd recommend checking out the Speak Easy in Calgary. It's huge and a lot of fun. And for gay bars, don't really know. Never been to any, though I'm sure there are a few around.
As for other info, a lot has already been said above. You gotta get out into the mountains. I'm not huge on Banff the town in general, though it is a beautiful town, just a bit too touristy for my tastes. I'd rather go to the Kananaskis or check out some hikes and sites a little off the beating path.
Have fun.
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