Wengen, stay at the sunstar in the village. Take the train all the way from Zurich airport and pay extra to have SBB transport your luggage to the hotel for you (you can even check into your flight at the station in wengen on the way home). Best bit is that you needn't ski all day - train all the way up the jungfraujoch or over to murren and up to piz Gloria, or into interlaken and take a cruise on the lake steamers. Consider a night or two at the bellevue at kleine scheidegg so you can wake up to the view of the Eiger's north face. All in many CHFs though so start saving now for anything in Switzerland.
Austria: mayrhofen is gorgeous. Stay at the Kramerwirt and ask for a room in the north of the main building(away from the smegging church) Take a wednesday off and ask mrs kroell (the owner) if she can guide you up to their hunting lodge on snow shoes. Spend a night in the ice hotel at the top of the Ahorn.
kristallhuette on the piste above Aschau. Awesome funky hotel / lodge only reachable by snowmobile or skis. So funky they even sell their own chillout mix cds. cheap too. It's on our list.
Chamonix. Stay at hotel gustavia. Excelent hotel run by Swedish goddesses (we actually thought we'd died on landing and this was the afterlife.) bizarrely also attached to one of the best après ski bars in Cham : chambre Neuf. Restaurants galore but sadly, being France they make you pay for it (€6 for a coke!). A trip to the top of aiguille midi is unforgettable. If yer brave hire a guide and ski down the Valle Blanche.