Some of it kind of depends on exactly how you're planning on travelling, among other things. Also depends what sort of other activities you and your kid are into really.
I saw the Devils logo and the immediate suggestion was Calgary, but seeing you're actually from Colorado, the novelty of the Rockies might have a little less impact for you.
Anyway, some overly comprehensive thoughts that are hopefully not just part of the "my city is best" pissing match:
Vancouver:
Pros:
-Mildest climate.
-Insanely beautiful place.
-Super walkable, transit is abundant, and easy to navigate without a car.
-World class restaurants.
-So much to see and do. Indoors and out. Stanley Park, Capilano Suspension Bridge, wandering around the Quay/Seawall, the Aquarium. There's also Whistler that's easy get to...but even Grouse Mt is pretty cool, quicker, and comparatively cheap. Whether you ski or just want to head up a mountain and slide down on some tubes or whatever.
-Vancouver Giants WHL games and Abbotsford AHL games locally, though getting out to Abbotsford without a car is...tricky and probably not worth it.
Cons:
-$$$ Vancouver can get very expensive quick.
-Arena game vibe can be a bit..."stuffy".
-It will mostly likely be grey, cloudy, and probably raining off and on.
-Nowhere near anything else unless you head back to Seattle in the US for...largely more of the same.
Calgary:
Pros:
-One of the cheapest, most available ticket options.
-Plenty of cool food options, a lot of local stuff featuring that 'Berta Beef and whatnot. Huge microbrewery scene with their own little taphouses.
-Easy to get around without a car if you stick to the core. Arena, hotels, most of the restaurants and attractions pretty clustered and walkable, and accessible via light rail.
-Proximity to Banff/Lake Louise. All sorts of shuttles back and forth, really cool places. Skating on Lake Louise is a pretty nifty thing.
-Flames AHL team and the Hitmen WHL team are local and play out of the same rink as the Flames so there's convenience (also the only saddle shaped arena which is a big plus).
-You might get lucky and have a Chinook so it'll be warm and people walking around in shorts.
Cons:
-More likely to be very cold. But probably still very sunny.
-Outside of the standard stuff, not necessarily a ton of novel things to see and do in February.
-A lot of the best stuff about Calgary is just that it's close to great outdoorsing stuff a couple hours away.
-Close to Edmonton but you're basically just gonna be hopping on a flight anyway.
Edmonton:
Pros:
-McDavey, Draisaitl.
-Spiffy new Arena.
-On the cheaper side, particularly for accommodations and attractions.
-West Edmonton Mall is easy to make a day of or more with a kid. Huge waterpark, substantial indoor amusement park, go-karts, submarine rides, aquatic shows, skating rink where they do the Brick Tournament...tons of stuff.
-Decent science centre and things like that for a kid to spend some time at.
-Usually some interesting arts things going on, but not necessarily always for kids.
-Oil Kings WHL team local and cheap to watch.
Cons:
-Likely to be one of the coldest options.
-Not the easiest city to get around without a car. Points of interest are pretty splayed out all over and transit is kind of iffy...especially in Feb when you might not want to be walking a lot outside.
-Plenty of decent places to eat, but not necessarily on the same level as others.
-People might say proximity to Jasper is a +, but that's a long ways out and not that convenient. Even if Jasper >>> Banff.
-Darnell Nurse.
Winnipeg:
Pros:
-Super unique NHL market. Very different vibe. Smaller barn atmosphere.
-Surprisingly strong diversity of culinary options. Might not seem like it because it's smack dab in north central nowhere, but it's a bit of an immigration hub. So there's a lot of really interesting, authentic imported options, but also plenty of very traditional meat and taters sort of Canadian fare.
-On the cheaper side overall. Though Winnipeg is less of a hub for international flights, so that might be a factor.
-Winnipeg AHL farm team also local, same rink.
Cons:
-Probably the absolute coldest option. The wind in February will actually murder you if you're not careful.
-I don't want to just say, "it's Winnipeg"...but it just doesn't quite have the depth of attractions, events, and things to do that other options offer. Not that it's a dead empty city or anything, it's just...not really much of a "tourist" destination (especially in the dead of winter) and isn't so set up for that.
Toronto:
Pros:
-Hockey mad place with a great downtown arena that spills over into a huge atmosphere in the whole surrounding area.
-Probably the easiest place to navigate and get around without a car. Literally everything is right there and transit is robust and connected right through that area generally around the rink.
-CN Tower, cool stuff along the lake, tons of arts and culture stuff going on at all times.
-World class restaurants of every type.
-Hockey Hall of Fame is obviously an enormous selling point for a "hockey vacation" - also right there.
-Toronto AHL team local, as well as like a thousand Junior teams within the general vicinity and surrounding cities.
Cons:
-Most expensive option. Tickets and availability will be bankruptcy inducing. Accommodations and restaurants will be world class but super expensive. Twice most other places.
-If you want anything other than just...city experiences, you'd be hauling a long ways out to get to anything else.
-Might be almost
too much of a melting pot...identity of the place somewhat lost in the way it's a little bit of absolutely everything.
-That's really most of it. Just restating the costs.
Ottawa:
Pros:
-Probably the cheapest option, for tickets at least.
-Seat of Canadian government so it has a museum for literally everything, along with Parliament Hill and all that stuff.
-Skating the canal seems awesome, if it's open. Never done it but would love to.
-Two OHL teams right there in Ottawa and Gatineau just across the border.
-Proximity to Montreal as easier access.
Cons:
-Arena is literally in the middle of nowhere. Miles from the actual city and anything else interesting.
-Everything about the culture of the city is kind of oriented toward government and it being the capital...so if history/politics aren't the ticket, it might not be the place.
Montreal:
Pros:
-Closest you'll come to a true "world city". Just oozes culture and history.
-Completely unique bilingual experience. Really representative of Canada's history as a whole.
-Probably the most insane, fanatical hockey experience you'll find.
-Food options are world class but also super bespoke and along the lines of what people tend to think of as "Canadian".
-Easy enough to get around on foot and transit, with tons of fascinating architecture and places of note.
-Youppi!
Cons:
-Tickets can be pricey even though the Habs aren't great right now.
-Not the cheapest place in general.
-Bilingual. Not that people will inherently be rude to you if you don't speak French, but even just simple stuff like reading signs or a menu or whatever will be an adjustment. Whether that's a +/- really depends on you.
-Airport is kind of annoying.
My sort of outside the box suggestion, since you mentioned some potential "lower level hockey"...would maybe even be, splurge on Montreal for a game and check that all out. Then take a short (flight) hop over to Halifax (obvs not an NHL city), and take in a Mooseheads game or two. In the home of Crosby, MacKinnon (when i initially thought you might be Avs fans), Marchand (unfortunately). Those games are pretty cheap, they're almost always really boppin' and exciting. The city is pretty cheap and full of amazing things to explore. Tremendous fresh seafood. Weather is nicer. Might give you you a little tour of a few things that are very different from Colorado and unique.
Or just try an Alberta tour if you want to hit up multiple things and not spend an insane amount of money.
