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If you're going to MS then I have friends that work there that might be able to help you out.
I am working and living in Calgary right now. Downtown is decent if you are working and living there (which I assume you will be.) Free transit in the downtown core, and probably about 10-15 minute walk at the most depending on your condo/office distance. Condos and apartments are being snatched up really quickly when posted online ie. same day, so it might be tough to lock down a place before you actually get here, unless you are willing to put a deposit down sight unseen on a place. It sucks but that is something you might have to do, considering if you are in banking you probably won't have much time to find a place once you get here and start working.
I'm in Calgary right now and rental market is tight with the good units going really fast. For newer buildings expect to pay between $1500 and $2000/month for a 1 bedroom.
Also chances are you'll need to get a car, Calgary has a lot of sprawl.
I would kill for those prices in NYC.
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