When planning your wardrobe for a weekend on the slopes, it's important to think in terms of layers. You don't want to wear things that are too bulky. Instead, look for thinner fabrics that will keep you warm but are also breathable fabrics. An under layer, an insulating layer, an outer layer, and some accessories to keep your hands, feet and head warm will be needed.
The first layer of clothing you will need is warm, long underwear. This layer is also known as the "wicking" layer. For this layer, you should look for materials that are synthetic, such as polyester. For a natural alternative, consider silk, which will "wick" or move moisture away from your skin.
The next layer is an insulating layer to keep you warm. This will consist of sweatshirts and sweaters for your top half, and possibly sweat pants or leggings for your bottom half, assuming your ski pants are only waterproof and don't offer any protection from the cold. When shopping for insulating layers, look for fleece or wool.
You will put on your outer protection layer that will primarily repel water to keep you dry and will also offer some wind protection. You can look for jackets and ski pants that have some insulation from the cold or you can choose materials that are just a shell to keep you dry. Either way, you will want outer layers that are breathable, not only keeping out water but also letting out perspiration too.
A wool knit hat is essential to keep your head warm. For your face on particularly cold days, consider wearing ski goggles. For your hands, you will need to wear gloves or mittens that are waterproof. Be sure they are designed for skiing, and will keep you warm and repel water. Finally, you will need socks to keep your feet warm. Consider buying ski socks that will wick moisture away and keep you warm, and are not too thick that they are uncomfortable.