Some of the more "exclusive" places:
Mt Engadine Lodge in Canmore (
http://www.mountengadine.com/)
Numtijah (Bow Lake - might be closing for the season) (
http://www.num-ti-jah.com/)
Others:
Waterton Lakes is quite nice around this time as well (and quite reasonable)
Panorama & Kananaskis (as mentioned below)