Sion - as well as Verbier (had a reputation as skiing's most expensive resort) you could head to Crans Montana (30 - 35 minutes from Sion) lovely skiing and South facing aspect means you'll likely need a lot of sun cream, Val d'Anniviers (40 minutes or so from Sion made up of 5 resorts not all linked). Zermatt and Saas Fee (about 1.5 hours from Sion) are other options. There's a lot of good skiing in that area of the Rhone valley as it is the biggest area in the alps with summits in excess of 4,000 metres. Issues with Sion are the high minima and training requirements for instrument operations (higher minima applies to the self study training).