One of your first stops should be Banff Lake Louise Tourism Bureau. Here, you'll be able to orient yourself and get some great tips before you begin exploring.
If you like hearing the word "free" as much as most people do, you'll be happy to know this tourist information center is exactly that. Banff Lake Louise Tourism Bureau is located in Banff. To keep your sightseeing schedule full while you're around these parts, also drop by Upper Hot Springs, Banff Gondola and Mount Norquay Ski Resort.