I've found when skiing that less is more, but then again, i'm there to be on the snow, not to photograph it. I used a minolta hi-matic 7s, which turned out some awesome pictures, but was a bit bulky in my jacket pocket. (which is why i'm selling it)
If you want to take pictures while actively sliding down the hill, get used to shooting from the hip, and forget about dealing with a bag. If you want a bag full of stuff, probably something like a sling bag would work well. You could swing it in front if you're afraid of falling on it, and swing it in back to be able to get around easier.