As far as I remember from the Season Ticket Holder/Hot House meetings, the Stampede grounds are not a possibility.
The last I heard, as others have mentioned, the plan it use this location:
Some of the reasons for this being that is supposedly along the future SE LRT line and they could use the existing parking lots.
Like many other people here, I also heard KK say they were looking to Nationwide Arena and Xcel Energy Center for their plans.
I'm excited to see the announcement, I will be thrilled to watch the Flames in a new arena, and I will be very sad the last time I walk out of the Saddledome.