Just to keep it interesting, I'm going to disagree with much of the advice on this thread. First, once again, it depends a lot on where you are skiing. If you are in eastern North America, for example, conditions tend to be more uniform. But there are some big mountains in western North America and there can easily be a thirty degree and thirty mph difference between the top and the bottom. There's also human nature to consider. While it is possible to ski in, for example, blizzard conditions, you'll find lots of excuses not to so you seldom will. Even if you do go out, you will always be five minutes away from fire/food/alcohol so, assuming you are not off-piste, cross country skiing in the back country or whatever, your gear isn't a matter of life and death. So you don't really want gear that can see you through extreme conditions. You want gear that can keep you semi-comfortable in changing conditions. If you're just a little cold at the top when it is 0F, snowing and a 30mph wind and just a little warm at the bottom when it is 30F, sunny and calm, you are in business. In many resorts, you can easily experience all these conditions over the course of half-an-hour. So wool thermal underwear is fine for expeditions, but I usually use a smart fabric base layer that cools you off when you get hot and warms you up when you get cold. These really work, within limits. They're perfect for skiing in changing conditions. http://www.backpacker.com/gear-revie...ers/gear/14435
A decent shell with pit zips is very practical. Get lots of pockets. They come in handy. I've tried different brands and I can't say that the cheap ones are that much worse than the expensive ones. The expensive ones tend to be super waterproof, for example. But if the shell you use for skiing needs to be super waterproof, you are doing it wrong. Underneath, I usually just put a fleece or two, as needed. A windproof, zipped-up shell and even one 200 weight fleece will keep you surprisingly warm even in fairly harsh conditions. Waterproof pants are another story. Your pants need to be really
waterproof. Few things suck more that getting on a chair and sitting in a pile of slush if your pants are not waterproof. As for goggles, I prefer sun glasses unless it is really cold, windy or snowing. I have a cheap pair of Natives with interchangeable lenses so I just put in yellow lenses when the light is flat. I have a pair of photochromic goggles, which I thought would be a great idea, but they turned out to be of limited utility as when it is really cold or windy, the light is usually flat and I prefer goggles with yellow/rose lenses.