I'm not sure where Cavendish & Moore is now, they used to be in Penny Lane, but they would be a place to check out if they have a new location. I'd advise you to stay away from the chain stores ... United Cigar and Sheffield & Sons. Their prices aren't very good, and their stock is not as fresh as it should be. Actually, Calgary lacks a good tobacconist. If I were you, I'd buy from a tobacconist I know of in Victoria called Old Morris. You can shop online or call them toll free.
Website:
http://www.oldmorris.com/
I've ordered from them before and their products are very fresh, and due to BC having way lower provincial taxes on tobacco products, it's actually cheaper to have stuff shipped from Victoria than it is to buy the same thing in Alberta.