Probably the biggest rodeo you'll find anywhere, this 10-day festival features lots of great food, shows, and photo opportunities around the large BMO Centre. It's complete with plenty of music and fireworks as well.
While I can't say there are any "must-have" food stand items, the funnel cakes, poutine, and potato spirals are always a good food choice to enjoy at this festival. There are also lots of kid-friendly rides that are great for younger children.
If you are visiting Calgary during the summer, The Stampede is definitely an event you don't want to miss.