So it's difficult to say one piece or another is the ideal solution. Certainly, Mountain Hardwear's Alchemy ($240; www.mountainhardwear.com) would be great for particular weather conditions. Made with Gore WindStopper, it's a light, breathable piece with a light fleece lining for some warmth. But I'm not sure how good a ski piece it would be. For one thing, it's fairly trimly cut, so you couldn't wear much under it beyond some heavy long underwear. And it lacks a hood, which may be a factor if the weather turns sour. Certainly it would be great on a dry day in the 20s, but in cold or nasty weather you might not be that happy.
I tend to prefer a good all-purpose shell, under which I can add or remove layers to suit the conditions. For years I've been wearing an old Patagonia anorak—the thing isn't even made anymore—with Patagonia's H2No coating. It's just great; I've never gotten wet in the thing even in heavy snow, and I can adjust the layers for anything from minus five to a sunny day of spring skiing.
Now Old Faithful is getting a little threadbare, though, so last winter I was also wearing a Cloudveil waterproof-breathable shell. That item is also no longer made, but Cloudveil replaced it with the Drizzle Jacket ($200; www.cloudveil.com). Really, it would be just as good as a soft shell in drier, warmer conditions, but when the weather gets cold and nasty it has the flexibility to adapt, with a hood and a cut that's amenable to layering up. An even better alternative might be the Drizzle Anorak ($170), as I think an anorak style is especially well-suited to skiing.
There are other alternatives in that arena. Mountain Hardwear's new Groove Jacket ($260) is designed with skiing in mind. There's also Patagonia's Powderkeg ($299; www.patagonia.com), which is a very traditional sort of all-mountain shell. Either would work very well for you.
For more frontrunners in the jacket and soft-shell game, check out Outside's 2004 Buyer's Guide.