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There are two routes from Jasper to Calgary:
The dull (and long) route is east on Hwy 16 toward Edmonton then south on Hwy 2.
The nice (but very crowded in summer) is south on 93 through Banff.
Edmonton is not worth visiting, unless you really, really want to see the West Edmonton Mall. Source: used to live in Edmonton.
Any national rental car company will rent you a one-way. Looks like your choices in Jasper are Avis, Budget and National. Expect it to cost several times that of a regular rental.
This kind of trip in the winter months is 100% NOT recommended - the weather can turn very nasty with little notice.
Worthwhile side-trips on the scenic route are the Colombia Icefields, Lake Louise, Field and Takakkaw falls. Skip the Banff townsite - it's an overpriced shopping mall now. Source: also lived in Calgary, been to all of the above.
Americans are not normally considered "foreigners" in Canada. You won't have any problems renting a car.
Upvote:0
The Icefields Parkway is well worth taking (it has its own website) but even in July it can be closed due to snow. I remember that snow chains were required (or maybe just provided) with the rental when I travelled there 20 summers ago, and in fact it snowed lightly in June during the drive. Thus: not recommended in February.