There's a small Russian deli on 14th Street between 16th and 17th Avenue SW. I believe it's called Matrioshka (next to Restaurant Indonesia). I had their sour cherry perogies, and potato perogies, and they were pretty good. Smaller, but more quality filling than a store brand like Cheemo. They were a decent price as well.
At the Calgary Farmers market, i think there was a place that sold perogies as well. But to be honest, i don't know much about it.
Lastly, a former Ukrainian colleague told me about a Russian store down south just off MacLeod that has perogies good enough that she doesnt bother making them herself anymore. I don't know the name, as she gave it to me in Russian, but it might have been Troyka that is located in Southland Plaza. A quick search online, i found a "Russian store" on 523 Woodpark Blvd SW that *might* be it. Don't quote me on that please! Both appear to have home made perogies though.
Other than that, i don't know of any places - nor any places that specialize specifically in Ukrainian rather than Russian. You could always go to Vegreville and bring back a couple coolers of cottage cheese, or potato and cheddar :)