If you plan on heading to a resort where you'll be using a lift service to either downhill ski or Telemark down the slopes, keep in mind that the chair ride up can be a long, cold, and windy trip.
Many skiers opt for a jacket insulated with goose down or PrimaLoft. Both insulations effectively trap air molecules among their tiny fibers to keep you warm.
Wearing an uninsulated waterproof, breathable shell can also be a good option, as long as you wear enough insulating fleece layers, or even a down or PrimaLoft sweater, beneath the outer shell.