The "brokeback boys" aside (which, but the way, was filmed in Western Canada), if you are heading to Western Canada there is a lot of diving to be had. I'm unaware of anything significant in Saskatchewan. I suspect if there was anything it would be up north in the lake country.
There is a fair bit of in-land diving one province west (Alberta), including several lakes with interesting things in them. Notables:
Lake Minnewanka (Banff National ParK): A townsite and old damsite can be found in this lake. For some pics of the dam look at my photo album. Pretty cool stuff.
Waterton Lake (Waterton National Park): Wreck of the Gertrude, an early 1900's stern-wheeler paddle boat. Not much left but the frame, boilers and pistons. You can also dive in the basin of Cameron falls. Not much to see, but it entertains all the tourists.
Lake Patricia (Jasper National Park): Wreck of the Habbakuk, Canada's attempt at a top-secret weapon during WWII. Neat to see, but a bi*ch to get to...
And, of course, there is the Pasific coast of BC, which has some of the worlds best SCUBA diving (IMO). The list of dive sites in that area is too long to list here, but there is a lot of info to be had on the net - look at shorediving.com to start.
Bryan