Take a course. There are great ski mountaineering classes offered throughout the West. In Colorado, take a class with Crested Butte Mountain guides. In Tahoe, California, sign up with Alpine Skills International. In Wyoming, head into the Tetons with Exum Mountain Guides. When looking for courses, accreditation is important; I would look for instructors who are UIAGM or AMGA certified.
Here are four of my favorite schools:
Alpine Skills International, Truckee, California
Crested Butte Guides, Crested Butte, Colorado
Exum Guides, Jackson, Wyoming
Smart Mountain Guide, Seattle, Washington
Doug Stoup has guided in the Arctic and Antarctic for more than a decade. He completed the first snowboard descent of Antarctica's highest peak, The Vinson Massif, as well as numerous first descents in the Arctic region of Svalbard, Norway. His company, Ice Axe Expeditions, specializes in North Pole and South Pole ski adventures.
Website: Ice Axe Expeditions