In general, I'd say the gradings work a bit like this:
US green = European green. Pretty much flat, can be skied by anyone.
US blue = Wide range, covering stuff I'd consider green, through stuff I'd consider Euro-blue and into stuff that would be Euro-red.
US black = Euro-Red + a bit of easier euro-black.
US Black double-diamond = Euro proper black.
US Black double-diamond EX ( Extreme Terrain ) = Euro ducking-under-the-ropes couloirs etc. Generally gated and/or hike-to terrain.
The lack of a Red in the US system is a bit confusing for euro-types.
Basically, if you are confident on euro-reds you'll be fine on US blacks.
Double-diamond and above will be un-pisted natural terrain, with obstacles, like trees. Narrow steep glades through the trees are superb. In the US you will find yourself in amongst trees much more than in Europe, where you're above the tree-line most of the time. In general, much less crowded. You won't come across the steep section with a beginner stopped on top of every mogul like you can in Europe.
It's been 10 years since I was in Banff, and I mostly skied Lake Louise then ( better crèche facilities at the time ).
Banff itself is a decent enough little town, and the ski areas are about an hour drive away along the scenic highway.
We saw a bear away off to the side of the road.
You will probably find Lake Louise a bit small compared to the mega Euro areas like 3 vallees and Espace Killy. There's not much on the mountain, and you'll generally return to the base area for lunch. But the snow conditions are superb. Be prepared for it to be *cold*.
Have fun.