I compiled a list of Saskatchewan songs for a fellow student so thought I would post it here as a counterpoint to my SW Ontario playlist entry.  (This is not an exhaustive list by any means - feel free to add others in the comments section.)

"Last Sask Pirate" - Captain Tractor/Arrogant Worms
"Roll On, Saskatchewan" - Stompin' Tom
"Runnin' Back to Saskatoon" - Guess Who
"Prairie Moon" - Connie Kaldor
"Broadway" - Eileen Laverty
"Wheat Kings" - Tragically Hip
"Hurtin' Albertan" - Corb Lund Band (has a hilarious verse about Saskatchewan)

Artists/Bands From Saskatchewan
Waltons
Wide Mouth Mason
Theresa Sokyrka
Colin James
Joni Mitchell
Jack Semple
Streetheart
Northern Pikes
Kyle Riabko

See also: http://www.saskrecording.ca/artists/index.html

And the best "Saskatchewan" song of all-time (this isn't the actual video but a pretty cool project by some kids in a youth group in Saskatchewan.)