Zoo, Science centre, Heritage Park, I don't know what Head Smashed in Buffalo Jump is like in the winter, check to see if the aviation museum in Nanton is open - the Lancaster they have is pretty cool, the Glenbow has some freaky looking exhibit or I'd suggest it. If Edmonton is in your plans the Big Valley steam train from Stettler could be an option - again I'm not sure if it runs in the winter.
That should get you enough activities with a couple of days in the mountains. Could also hit the Icefields and do a loop of Banff, Lake Louise, Ice fields, Jasper, Edmonton and back.
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