What flab said, it all depends on your goals.
Are you trying to lose weight? Bulk? Cut?
Fasted training is quite popular, I started doing it myself when I switched to AM work outs about a year ago, I highly recommend it no matter what your goals are. I generally don't eat anything before the gym, then follow my work out with a scoop of whey protein in water immediately after (this is usually about 8 AM). Then when I get to work I have my breakfast.
The only time I will eat something is if I didn't have a night time snack or if I had a small supper for whatever reason. And this is simply for my mental state/fatigue, it has nothing to do with actual gains. It just helps me get through the work out. Generally that would be like 1/4 cup of instant oats or a scoop of whey protein in skim milk. Keep it as light as possible.
For the protein powders, assuming you are in Calgary and assuming they have a Pop Eyes, you can grab it there. That is probably the most expensive place to get it. Costco actually has a really good whey isolate for around $50 for a 4.4 lb tub. I always keep one in my house in case I run out of my favourite brand:
http://ca.bodybuilding.com/store/opt...uestid=6373453
Hands down the best bang for your buck when it comes to powders.. I can hold thsi up to my Costco brand and they are damn near identical, but what the Costco brand lacks is taste. ON tastes a lot better. Bodybuilding.com is a great suppie website because they ship from Canada (again assuming you are in Canada). A lot of other websites out there, muscleandstrength.com or fitnessone.com will hammer you with extra duties/expensive shipping when you cross the border more often than not.