Live heavier music I always dug Tubby Dog; if you can wade through some hipsters they do punk rock shows on weekends.
Running, we have paths everywhere. I recommend around the river, don't stray too close to the DI honestly.
Hiking you have Banff/Canmore/Exshaw in your back pocket. Tons of trails through there. If you want a more westerny flair, head east to Drumhellar, there are paths all through there... And it's pretty unique.
Calgary's a dog city, almost every park is compatible. The Scotsman hill above the dome is nice view and a dog park.
Craft Beer, you have... Craft. Head out to Canmore and try the Grizzly Paw stuff, it's pretty sweet. Some places in Calgary serve it too.
Live hockey, you have the Dome for the Flames and Hitmen, the latter is dirt cheap, for younger guys and just to catch some hockey you can try the Max Bell located off of Deerfoot and Memorial.
Welcome to Calgary man!