I prefer tunnels to skywalks, my main reasoning being that skywalks impact sightlines and can create more shadowing.
That said, I would not want a huge system like Montreal or Toronto. Something more akin to Vancouver with a few buildings connected to the SkyTrain stations can suffice in order to reduce congestion on sidewalks served by subway entrances.
In Ottawa, we only have one true underground tunnel system in the downtown, and that's at Place de Ville. Terrible 80s design, slowly being updated into a terrible sterile modern design. It links three office tower, a low-rise office building, two major hotels and Lyon Station, all over two blocks.
Here's a small glimpse:
https://twitter.com/mchkzn/status/1355242478480322560
The building next door (C.D. Howe) has a far more airy/light-filled underground concourse with more shops, services, a better food court and far better washrooms. It's more akin to RESO than PATH. I do wish these two could be connected, along with a few major office complexes to the south (Constitution Square and Minto).
Parliament Station is linked to three buildings, but not through underground tunnels, but instead with integrated surface entrances. I hope to see an entrance plugged into the World Exchange plaza in the future.
Rideau Station is linked to the Rideau Centre complex, which includes the mall, a major hotel (Westin), HBC (via skywalk), the Convention Centre, a heritage office tower (Transportation Building) and major office complex (DND). Other than the station, only the tunnel between DND and Rideau's food court is underground.