When you come to ski in Colorado, plan to bring multiple layers of clothing as the weather can change without notice. Start with a fitted, breathable, non-cotton base layer, then build outward and top it off with a fleece that can be worn under a waterproof shell jacket. Also include extra warm non-cotton socks, waterproof mittens or gloves, hats or scarves, and generally a pair of water and windproof pants. For additional warmth and protection, a good set of goggles, and of course a helmet, are also highly recommended. If you are missing any of these items, don't worry, there are many great shops in Vail that sell all of these items.