This is generally what I do:
Top and bottom base layer (always)
Fleece top and bottom (depending on weather, must be really cold)
Windstopper Jacket (always)
Ski pants (always)
Hardshell jacket (only when it's percipicating something wet, so not usually)
Helmet (or hat, helmet holds my goggles though)
Baclava (when they are making snow, it's like getting ice thrown at you)
You will get your bottom half wet, so getting some water proof, or ever resistant pants will help. I have some really cheap ski bibs, which aren't waterproof, windproof, or really that warm, but I ski fast and don't fall much, and if I do, I'm back up on my feet quick enough to avoid getting wet. Also, snowboarders tend to sit on their ass more (just kidding, but really
) so I know if I did that with my ski pants, I would be wet.
ALWAYS wear gloves. If you are going fast enough, snow can cut you. Well, at least the heavy wet crap we've got on the east coast will cut you. I was skiing with my dad once, and he laid down in a carve and cut his hand up really bad because he forgot his gloves. Plus, you'll be really cold with out them, and you gotta make a snowman, remember!
Socks--don't try to over do it. Lots of first timers put on multiple layers of cotton socks. That doesn't do anything. One thin pair of high socks (perferably acrylic or merino wool) is what you want, but they are expensive (like 20 bucks) so just wear some thin socks of some kind. Come to think of it, I think dress socks might work pretty welll.....don't quote me on that though.
Good luck man, post up any more questions, as you can tell, the only thing I love as much as surfing is skiing