If you're a skiier or a snowboarder (Chris is one) (Sham has tried valiantly to be one), you'll love Banff Sunshine. Early May might be a little dicey in terms of snow conditions, so make sure you check beforehand!
"Best day of snowboarding I've ever had." - Chris
Semi-unfortunate timing here, as the lake will likely still be frozen (which means you won't be able to see the vibrant turquoise hue of the lake). The mountain placement is still a work of artistic genius and will make for some beautiful photos (or just something to stare at).
If you're looking to relax after a day of snowboarding, a night of dancing at our wedding, or just because you feel like it, we would recommend checking out some of the thermal hot springs around Banff. The views are beautiful and the water is warm.
There are many hiking trails around Banff that boast spectacular views. This is a good option if you want to go up but go down in a less violent fashion than you would if you were skiing/snowboarding. Just make sure you're being "bear-aware"!
If you're not too keen on climbing the mountains yourself, the gondola is definitely something to consider -- the same gorgeous views with a fraction of the energy expenditure.