I loved Taos New Mexico last time I was there. The town was rustic and lots of good shopping. You can find a place close to the slopes and get a lodgey type thing.
Here are a few links I dug up:
http://www.vacationtaos.com/rooms.html
http://www.taosvacationguide.com/
http://www.longhornchalet.com/ (definitely gets my vote)
http://www.skitaos.org/LODGING/village_listings.php
http://www.taosmountainhome.com/