Depends where you go. Whistler is warmer than Banff for example (according to all my research for this Xmas). We went to Finland and it was -18, (but Whistler was -26 when we were there before DC). My DD is skinny and little and 4 yrs and when I said to her about wrapping up for skiing the first thing she said was 'I was boiling'. That was Finalnd.
We wore: merino base layer, thin thermal, technical mid layer (sports top with long sleeves), another sports top, fleece, zip up fleece, ski jacket. Thermal leggings, padded salopettes. Balaclava, neck buff, helmet. Wool gloves, long wrist padded ski mittens. I wore the same 
My husband wore about 3 layers and a ski jacket and was fine too.
I had a switch of top and bottom base layer every other day for the kids (every day for sweaty me) and we wore 2 sets of the top stuff over a week. I wish I'd had another balaclava as it got damp from my breath.
What I'm saying you can wrap up, but you'll need kit. We go every year at least once so I feel we extract value. We are heading to Whistler this Xmas and again it could be very very cold (might not be though). We also play hockey outside every week in the winter so we use a lot of the kit for this too.
I shop online in the sales - Summer bargains can be really good. I've got kit aside for the next 3 years. With 2 girls it'll all get worn. I assume you have quite a bit anyway if you ski in Europe, so this may be a none issue!
I think certain conditions can be more challenging than others. The winds blowing at minus 15 was worse than a still -20 when it was fine. Remember certain places know it's cold so heated seats on lifts, wind covers, and in Finland fire pits (not sure US do this, but you never know!). The U.S. always seem to have better infrastructure. My impression is that in Europe you can get on an old slow chair lift and freeze to death on the way up, this isn't tolerated in the U.S. The chairs seem fast modern, well protected and you don't have to suffer the poor equipment. Also, the map boards are everywhere and you don't need to be pulling out a piste map and getting cold hands. (I may have given this a slightly rose tint as it was before DC that I last went stateside, but that's what strikes me now).
I think I'd be more concerned about jet lag. We are expecting 3 or 4 disturbed nights when we get to Whistler, but we are there for 13 days. I know mine are good sleepers. I think eastern U.S. would take less getting over. I can't however recommend anywhere as I've only done Breckenridge (appalling transfer out of Denver after a long flight), whistler (9 ish hour flight but big time difference) and Park City, no direct flights so LA and back or other hub.
I love skiing in North America though, the scale of the pistes, the snow, the service. I can't wait to go back this year. I think in your position I'd wrap up, look down the eastern side and book.