So what to do? The big issue in cold, windy weather is that it tends to be very drycold air just can't hold much moisture. So your skin gets really dry. As a first line of defense, simply keep it well moisturizedstick some good-quality moisturizer, the greasier the better, into your ski bag and slather up your face. Use some moisturizing sunscreen, too.
Otherwise, a face mask is the way to go. Neoprene or fleece are the most common materials for these, both styles running at about $10. Or, try one made of Gore WindStopper, a wind-resistant fleece material. Outdoor Research makes a mask that runs about $23 and would help protect your face and skin (www.orgear.com).
I recently came across a face mask that not only keeps your face warm, it warms your entire body. Called Psolar.EX ($35; www.psolar.com), it consists of a fairly typical Polartec face mask combined with what the Psolar people call a "thermal conversion module." In layman's terms, this is a sort of air filter that covers your mouth (and makes you look like a character out of Star Wars). As you exhale, an element in the device captures warmth from your breath, then transfers that to the cold air you're inhaling. Result: You're not wasting calories warming up outside air. It hasn't been nearly cold enough for me to try mine, but reports are that the gadget works well.