For skiing/boarding we recommend:

Ski or snowboard jacket
Waterproof ski or snowboard trousers (salopettes)
Thermal base layers for dispersing moisture
A mid layer e.g. a micro fleece
Waterproof gloves
Ski socks
Sunglasses
Goggles - sunglasses won't work when it's snowing
Neck warmer
Hat. We recommend the use of a helmet for all levels of skier and boarder.
Suntan cream
Lip balm
Wrist guards (particularly recommended for snowboarders)

A camera, insurance and pre-booked equipment (if you don't have your own) are also pretty essential. We'd also suggest slippers if you're staying in a chalet.

If you've got room in your bag then bring knee pads (again, more important for boarders), walkie-talkies, a small rucksack, a mobile phone so we can send you any updates to your holiday travel arrangements and an MP3 player.

If it gets really cold then pick up some glove liners and a balaclava.