Yeah, there isn't a lot in Calgary to attract tourists. Football fans can attend Stampeders games at McMahon Stadium (in season, of course), and hockey fans can attend the Saddledome for Flames games (again, in season). Horse racing fans would enjoy Century Downs racetrack, a little ways north of the city. The only other thing I can think of that has not yet been mentioned is the Glenbow Museum, which offers a great look at the history of Alberta.
One favourite place I do like in Calgary is the Kensington neighbourhood (10 Street NW, at Kensington Road), which has a number of nice pubs and restaurants. Good for people-watching, especially from an outdoor patio. And Stephen Avenue (aka 8th Avenue) is a pedestrian mall, with interesting shopping, entertaining buskers, and as you might imagine, some excellent pubs and restaurants. Along the same lines is 17th Avenue South, though it's not a pedestrian mall.
The Inglewood neighbourhood (9th Ave SE, east of the Elbow River) is interesting because if you go as far as you can east, you'll find a bird sanctuary. There are walking trails, and you can often spot some birds that are not native, but are on their migration routes. But black-capped chickadees are there year-round, and can often be attracted to your hand. I've done that, and I can attest that those birds are as light as a feather.
Other things in the general area outside of Calgary would include Banff and Lake Louise, as has been stated; but I'll add Waterton Lakes National Park, which is about 2-2.5 hours south of Calgary. I've described it before as "Banff without the tourists."
Along with that, there's Head Smashed In Buffalo Jump, maybe 90 minutes south of Calgary. This is one of the places where Indigenous people drove buffalo over a cliff, so as to get meat to eat, hides to keep warm through winter, and so on.
A little further to the east is Fort McLeod, which has a reconstruction of the original fort (it looks like the one in Dudley Do-Right cartoons). But it's no joke; it is a museum, and it has daily RCMP musical rides in the summer months. Along the same lines, a half-hour east is Lethbridge, which has a replica early RCMP fort, established to combat the whiskey trade in the 1970s. Business must have been brisk, because the place became known as "Fort Whoop-Up." Fun fact: Lethbridge has a main artery named "Whoop-Up Drive," and the local horse race track is sometimes called, "Whoop-Up Downs."
Kananaskis Provincial Park is a nice daytrip from Calgary. It has a number of hiking trails, and outfitters offering horseback trail rides.
Vulcan, Alberta, roughly an hour and change south of Calgary is a magnet for Star Trek fans, and hosts "Spock Days," its annual fair. Nanton, Alberta, also about an hour south, has a WWII aviation museum, and many, many antique stores.
A little further than everything mentioned, but still within a daytrip, is the Frank Slide, where a collapsing mountain buried a town; and Writing-on-Stone Provincial Park.
Southern Alberta has much in the way of tourist and cultural attractions to offer, but little of it is in the city of Calgary, sadly.