About 30 minutes or so south of Calgary(for me anyway) - I guess it depends on where in Calgary you live... is Millarville. Same place as the Market. The Market runs until 2 PM when the rodeo starts so you can go and do a bit of shopping and then take in the rodeo if you want. The parking lot gets pretty full when the Market is not finished and Rodeo is about to start. But said parking is only a couple of dollars.
This year the ground was pretty wet and muddy and a little overcast. The overcast was good because the sun can get pretty intense standing in it all day taking pictures. Plus I wore a hat this time. If you haven't been driving out in the country this time of year it is totally worth it with the canola in bloom. Do a search in Google images for 'canola fields in alberta' and you will see what I mean.
Here are a few pictures from the rodeo: