We stayed at RIVERBEND in Okotoks which is about 30 miles South of Calgary.
https://riverbendcampground.ca/
We took a couple days since the Rodeo is in the afternoon and then the Chuck Wagon Show is in the evening those require separate tickets and both events include your admission to the park so you can get there early or stay late to enjoy everything else. Many of the on site shows are included with the general admission
There are numerous restaurants along with the usual "FAIR"FOOD'.. It's a great time.