As you've never skied then the best advice is to let one of the package companies look after all of the hassle. There are a number of companies that do an excellent job looking after beginners and making sure that everything (flight, transfers, accommodation, equipment rental, lift passes, lessons etc) is in place.
Look at Nielsen, Inghams, TUI/Crystal (there are others too) for an idea of prices and options. You can choose from half-board hotels, self-catered apartments, simple B&Bs or catered chalets, and also some all-inclusive hotels. What is your budget and what is most important to you - luxury accommodation, good food, a pool or spa at the hotel or something less fancy with access to loud and cheesy Europop and apres ski parties?
As beginners you don't necessarily need ski-in/ski-out as often these hotels are accessible only by skiing difficult slopes. What you need is proximity to the beginner slopes and the ski school.
France - look at La Rosiere, Les Gets, Les Arcs. You don't need a big, high-glamour resort first time around, so ignore places like Courchevel.
Austria - my personal favourite. Again, stay away from the expensive, difficult resorts like St. Anton, Lech, Zurs, Kitzbuhel and look at places that cater for beginners and intermediate skiers. Zell am See, Saalbach-Hinterglemm, Maria Alm, Ellmau, Westendorf, Flachau, Wagrain would be better choices. All are within 90 minutes of Salzburg or Innsbruck airports.
Italy - Canazai, Kronplatz, La Tuile.
[There is a skiing board on MN where you'll find more advice]