There are three major resorts in Banff National Park (Lake Louise, Sunshine Village, and Norquay). Only Lake Louise and Sunshine Village were open this late in the season, but boy was it worth it. We spent two days at Lake Louise and one in Sunshine Village, and probably would have reversed it if we could. Crowds were almost non-existant, and for this American, not another Yank in site. The weekend we were there it was "Canadian Celebity Weekend" - didn't know there was such a thing. Snow was good, very nice weather, and absolutely beautiful surroundings. Because of the liberal Commonweath work visa requirements, nearly every worker at the resorts were either Australian or English, which made my Aussie partner very happy. So if you're single and have a thing for an accent, I highly recommend him.
I suggest renting skis the first day, then storing them at the resort or taking them with you - don't mess with renting at your hotel. Sunshine Village has fewer amentities, but better for the "true skiier" - more challenging and only natural snow. Lake Louise is more a resort in the typical Vail Valley tradition - more plush, better food, and groomed trails.
In spring, it's best to ski higher up the mountain or on the Back Bowls/Larch areas. Fewer people and much better snow. There's a good mix of green, blue, and black, and plenty of acreage to keep you content.