I have to say that the weather we're experiencing in Calgary isn't particularly bad. The unpredictability comes from our proximity to the mountains. Spring is almost always later than I think it will be, but autumn seems to last forever. I fondly recall going mountain biking during x-mas holidays, with not a spec of snow to be seen, and temperatures above freezing. Two years ago I was playing street hockey on New Year's Eve in front of my house with friends. Nobody wore a jacket - we were all in t-shirts. I would have switched to shorts, but I kept sliding in the gravel.
Edmonton is cold in the winter. Saskatoon is cold in the winter, but is somehow more pleasant.

I know a couple of people who grew up in Winnipeg, and they think the winters here are fine, it's the summers that aren't warm enough [no humidity here]. The biggest change in winter that I have noticed is the amount of snow on the streets. Calgary doesn't plough its roads like it used to. Downtown is bone dry two days after a snowfall, but I need to run studs for the next two weeks just to get down my street. No justice...