Waterproof gear will make your life much easier.  Jacket, pants, gloves - all should be able to keep you warm and dry.  Long underwear and thick (wool, not cotton) ski/board socks are much easier to move in than jeans or sweatshirts, and you will need a warm hat.  Visit a local ski or sports shop before the trip and look around to get an idea of what you want.

Bring regular clothes for evenings out on the town, (That's half the fun, right?) and extravagant outfits for New Years Eve in Quebec City if you are so inclined!