There are a lot of good lakes in Kananaskis that fish good, but check the regs because I think most of them close on Oct. 31 (I don't have the regs close by to confirm).
TJ has a good article in the October AO about Rawson Lake. I've been there and can confirm that it is a good lake to fish, and the scenery is beautiful. The problem with this lake is that it's tough to fish from shore.
Another good lake(s) are the Pickle Jar Lakes. Here's a few of pictures that I took in July. Again the scenery is great, but the fish are smaller than Rawson. However, they do bite readily and fishing from shore is much easier.
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Elbow Lake is another one that's pretty easy to fish from shore. Pickle Jar and Rawson Lakes have cutthroats in them, Elbow has Brookies. Neither species is very fussy. For flies, try using wooly buggers, pheasant tail nymphs, gold ribbed hare's ears, elk hair caddis, or adams. For spinning, try small Len Thompson spoons (I've always had good luck with the orange / white ones), or Mepps spinners.
Sparrow's Egg is another good lake, but again, it's tough to fish from shore and a float tube makes it much easier to fish:
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