I prefer to hike in thin yoga pants when it's likely to be warm (65 degrees or higher) and heavier running tights if it will be cooler. I have hiking pants from REI (that zip off into shorts), but I find stretchy fabric to be more comfortable than hiking pants by a mile (and significantly less sweaty). I've never had an issue with snagging, but I also don't tend to do a lot of bushwhacking. Hiking in denim sounds like a quick ticket to sweaty chafing hell.
I would google more about the bug situation in Banff in September. I'm heading to the Sierras for 3 weeks in late August-September, and most years the mosquitoes are significantly thinned out by then (July when the snow starts to melt is the worst for bugs there). If you are worried, you can also treat your yoga pants (and the rest of your clothes) with permithren, which makes them bug-resistant.
General tips:
- Be vigilant about the sun. Wear a hat and loose-fitting long sleeves, and reapply sunscreen often. The sun at higher elevations can bake your skin into oblivion without you noticing (especially because it often does so when the temps are cooler so you don't really feel the rays beating down on you).
- Carry the ten essentials (
http://www.americanhiking.org/resources/10essentials/)
- Drink more water and eat more food than you think you need to
yay for your first multi-day backpacking trip! It's so fun, I hope you have a fabulous time.