Cost of living is same.... but you are forgetting one thing that Calgary beat every Western Cities.... it has a weather thing call Chinook.
right in the middle of Winter weather becomes warm and stays warm for a few days... depending on Weather front.
If you want to have a break in winter .. Calgary is the best, other city that you can chose is Airdrie just North of Calgary. Nice place, better than Calgary and clean. But with only one Desi Halal Restaurant. For all Halal Food you need to drive to Calgary North East.