Calgary doesn't do super well in the awesome indy shops category, but at least we have this place. I'm not into most of the things this place sells (honestly!) and I still feel welcome here and love visiting. Browsing at the Sentry Box makes me wish I were more into sci-fi novels and fantasy games.
I do like board games sometimes, though, and their collection of quality board and card games is huge, so if you're into german-style board games, check them out.