Ummm, I wouldn't call either Victoria or Calgary a small town. While they aren't New York huge, they're still cities.
Victoria is gorgeous but VERY expensive (although there are some less expensive and rather nice towns elsewhere on the island), Calgary is all right (too full of cowpokes for my taste

) and a fair bit cheaper. Deadmonton is cheap for a city of it's size, but other than the summer festival season there is very little outside of malls and movie theatres to do. And if you're worried about the weather it does get cold here. Very cold.
If you want to move to a small town, try something like Medicine Hat or Pincher Creek. Both are in the south of Alberta so it's warmer. But be forewarned, SWeet-e is right about Alberta being the bible belt of Canada. Although there are pockets of civilization here and there it is by and large foaming-at-the-mouth conservatives (especially in the south and in many rural areas).
Job wise, as long as you have a skill you'll have no problem finding a job within 6 months (or so, in urban centres). Minimum wage blows in Alberta, so if you don't have a skill then I'd try to stay away from service/hospitality. Edmonton has a fuckload of call centres if you can stand doing that sort of stuff, and there are a lot of labour jobs in construction at the moment too (more during the summer though).
Personally though, if I were to choose anywhere in Canada to live, it would probably be somewhere near Montreal. Not necessarily in the city proper (although that would be cool if I could afford it), but somewhere within reasonable driving/train ride away.