I go every year and if I fancy an expensive brand (Poivre Blanc, Spyder etc), I buy it off ebay. Often the kit is in really good condition, because people spend a fortune and only go once!
If I can't find anything I like at the bay of fleas, then I trawl through Sports Direct, Go Outdoors etc to pick up bargains.
I second tiny's recommendation for merino. I have a foul looking proper Brynje mesh vest that I wear, which wicks away the sweat and then I layer merino over the top of that. I don't even worry about it being special sports merino, because merino is merino is merino and I don't like it mixed with anything else.
I would also say socks are worth spending money on, as you need a decent pair of properly fitted socks. I like Salomons but go to Snow & Rock and try a few on, as it will depend on how wide your feet and calves are.
I'm a big fan of ski mits, which I wear with a merino liner. I've never found gloves that kept my fingers warm, but mits work really well for me & means I can put a hand warmer in them, if it is really cold.
Which resort are you going to?