I lived in Vail, CO for 5 years and got to experience the amazing Rocky Mountains. I skied 3-5 times a week during that time, and became an expert skier on one of the most elite mountains in the world. In the Vail Valley, there are so many tourists and people that only live there part of the year. The school district there gives students an amazing deal where if you show proof that you go to school there, they will give you an annual pass for an extremely discounted rate if your parents buy one. So a yearly pass cost something like $1500 for no blackouts, but since my parents were teachers in the school district, they also got an extremely discounted price as well. So we ended up with the deal of a lifetime for my whole family to ski for practically nothing, in one of the most beautiful places in the country.
I had never skied before living there, but it is probably the one thing I miss most about my childhood. It is a somewhat expensive hobby, but when you live in a place like I did, it becomes a lifestyle. Kids learn to ski by the time they walk. Everyone goes to the mountain in their free time. There are massive "ski swaps" where people buy, sell, and trade gear before the start of the season. From the end of November to the beginning of April, skiing is life, and in the off season, you train and keep in shape for the next ski season. I owned my skis and equipment, but season rentals were very common and cheap. The community up there was great as well. All of this applies to snowboarding as well, which many of my friends did, but I never tried it probably cause I just enjoyed skiing so much and I was good at it.
If you have never done it before, I would recommend trying either skiing or snowboarding. Both are awesome and a lot of fun. I would say skiing is easier to learn, but harder to master, while snowboarding is harder to learn, but easier to master. I would definitely recommend it to anyone, since I enjoyed it so much having never done it before.