Wear lots of thin layers, i.e. 3 tops, with your ski jacket on top. Otherwise you run the risk of getting alternately hot then freezing cold.
Cheap ski jackets available in TK Maxx and they are pretty cool, sometimes (as always in TK Maxx it's like rummaging in a jumble sale!). Make sure the jackets you buy have an elasticated inner bit, saves snow going up your back when you fall over (and you WILL fall over!!). Try a local sports shop because you can hire ski gear (even though it might look a bit groovy, don't worry, there are hundreds of people who wear awful things like luminous pink all in one suits, you won't stand out!. And hiring will save you a fortune)
Buy loads of ski socks. They get soaked, you can't really wash them in the bathroom sink as they will never dry in time. It is not nice wearing sweaty ski socks 3 days in a row! You will soon know what I mean when you smell the boot rooms!
The best gloves you can afford. For little ones mittens are better, as they keep the fingers warmer. It will ruin your day to have cheap, wet gloves!
A fleecy hat is paramount. Also, I also found that I much preferred yellow tinted glasses/goggles as opposed to black ones. Yellow ones help you see the snow much better when it is cloudy.
Don't bother trying to look glam and take high heeled boots to wear in the evening. You will slip on the snow and hurt yourself.
Lastly, don't go straight from the slopes to the bar and then out in the evening, go home and get changed first. You will start dancing in your ski boots and then (a) look a prat and (b) cripple your feet to extreme.
Have a wonderful time!!! There is nothing better than skiing holidays!!!