I've stayed at both. It just comes down to a preference between the two hotels. I personally prefer the Westin myself but both hotels have been fine. I don't really have anything to add unless you have a specific question.
6793026,
Not sure when you were last in Calgary but it has changed quite a bit, compared to maybe 5 years ago? There have been more pubs/bars and restaurants that have popped up in the downtown core but like you said, it's nothing like Robson or Downtown Vancouver. Pretty much everything after 5pm in Downtown Calgary is closed save for the establishments I mentioned.
Just an FYI for the OP - the Eau Claire Market across from the Sheraton is not all that exciting. It's nothing like Lonsdale Quay or Granville Island.