I'd be very worried about wearing a nice mechanical watch when skiing--not because of the snow and moisture, but because of the danger of shock.
Foo goes skiing. Sartorial disaster? - Page 16
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I hardly ever fall these days and tend to stay away from the terrain parks so I'm not super worried about that. Good mechanical watches are a lot more robust than people think.
It's not the falling, but any sudden changes in momentum. That's why playing golf with a mechanical watch is verboten.
I think the shock from hitting a golf ball, or tennis ball for that matter, is a lot greater than anything the watch would be subject to on the slopes. I do wear a quartz when I play tennis but Rafa wears that Richard Mille that seems to have held up to even his strokes.
In the 70s and early 80s obermeyer, demetre and roffe were the bomb. Skyr made great turtlenecks.
I think some of the nicest ski wear (and not the same kit everyone else is wearing) is by Schoffel (Germany), Peak Performance (Sweden), Kjus (Norway), and Colmar (Italy).
If you don't like a base layer of man-made material look to Ullfrotte.
Foo, I wouldn't worry overmuch about having multiple layers: as a beginner you will work 3x harder to cover 1/100th the terrain. Even if you're skiing in a blizzard, you will be warm. Your chair lift rides will likely be short, and in a more sheltered area of the mountain, so you'll stay warm between runs. It gets cold on storm days, but Vail has a lot of sunny days with temperatures in the 30s. Expect lows in the single to low double digits overnight. You'll need warmer clothing to go out at night than for skiing. This is a good opportunity to bust out the furs.
Prepare yourself to be disappointed by the restaurants - you pay Manhattan prices for Denver food. On the other hand, I really enjoyed the dinner we ate at the Tennessee Pass Cookhouse last year. We spotted a mountain lion along the road on the drive back to Vail.
Vail is at a pretty high elevation, so you might feel short of breath or have a headache. Aspirin and plenty of water work best for this. Some people have trouble sleeping, especially for the first day or two. I generally take sleeping pills the first night if I'm above 7,000 feet, otherwise my racing heart keeps me up all night.