First things first - and that is to secure your body warmth in the mountains. Where is most of the body heat lost? From the head. Buy a hat which will keep your head - and especially your ears - warm on a freezing day.
Secondly, you will feel the cold in your extremities. That's why it is important to get a good pair of gloves or mittens to stop your hands getting too cold on those winter days. Buy a good brand and make sure that they are waterproof - wet gloves can stop you skiing very quickly, especially if you are liable to spend a fair amount of time in the snow.
It's not all cold and wet in the mountains however, and your third purchase should be a very good pair of sunglasses. Choose a pair which have strong UV protection and are not too small. Not only is the sun itself dangerous to unprotected eyes in the mountains, but also the reflection off the white snow. Make sure that you wear them even on cloudy days. Clouds don't stop UV rays - in fact they can sometimes become even more intense if they are trapped between the ground and a cloud layer.
Only now we move on to traditional ski clothing. Why? Because the majority of recreational skiers will have much that they need already in their clothes closets. You won't need big woolly socks, for example (see our ski boots pages) - and the theory to practice for the main part of your body is layering.
Wear light layers that can easily be added or removed. That means underwear (t-shirts and longjohns) of natural fibres or a synthetic wicking material, a light top, maybe a light fleece layer and then waterproof or water-resistant ski jacket and ski pants on top. Try to buy shell outer garments rather than padded or quilted ones - they are more flexible in different types of weathers. Wear manmade fibres rather than natural ones as they will dry out quicker and "breathe" better.