Caught a Flames game this passed Sunday. I parked in the garage for 15 bucks and easily found a spot that was a less than 30 seconds from an entrance. Affordable parking can be found in the area surrounding the SaddleDome for $10 if you don't mind a bit of a walk.
The dome offers a number of great treats to eat; I recommend trying a pocket dawg (hotdog stuffed into a french baguette), and a choclolate malt. Another 'must have' is the dome's strangely addicting beer. Regardless of how many you plan on having, you will end up downing at least 5.
My only qualm with the saddledome is the extra long line ups for the bathroom.
All in all great location with decent food and drink.