We stayed at Bow Rivers Edge in Cochrane. The park is very nice and sits right on the Bow River. It is about 20 miles from Calgary. You can drive to the C-train and park and then ride into the Stampede. You get off in front of the Stampede.
The town of Cochrane is great, we were there for Canada Day and went to a great outdoor concert with a Canadien music star. We also were invited to a Pancake breakfast. Cochrance is a very nice and friendly town.