Our City Guide to YEG: 20 Things to do in Edmonton Alberta. After our recent trip to Western Canada, we wanted to share a list of some of the top things to do in Edmonton Alberta. As Alberta's capital city, there are loads of things to do in the city from skiing and biking to visiting farmers' markets and perusing art galleries. During our time in the capital, we did a Segway tour in Canada's largest urban park, went to a hockey game, visited an art museum, searched for street art, rode a roller coaster in North America's largest shopping mall, appreciated plants in a glass pyramid, and ate our way around the city's growing food scene. We also made a day trip to nearby Elk Island National Park for some great wildlife spotting! We'll share our tips for visiting the city and our list of the top things to do in Edmonton Alberta based on our recent experience.