My parents still live in Edmonton and my mother is from Greece. When I was living there, we used to fly AC to LHR and then either BA or OA to ATH. Now, of course, AC doesn't offer flights from YEG-LHR. When they fly to Europe nowadays, they usually get a ticket to New York (because I live here), and then a seperate ticket from JFK-Europe. It's actually cheaper this way, but most travel agents in Canada won't do it because they have the "fly Canada first" motto.
You'll have more choices out of YYC, obviously. You could go by FRA too. I bet you could probably find a "cheap" flight going through ORD. In general, flying from Alberta to Europe is expensive. My mom doesn't go to Greece as much as she used to anymore. Oh yeah, Olympic is expensive as well, so if cost is a major factor, avoid them. Service isn't thart great either.