Last season I shattered my radial head into 7 pieces. I will probably always need to wear elbow protection now. I researched a bunch, found POC (http://www.pocsports.com)to
be the best reviewed on several different forums/product reviews/shop talk. Plus Jeremy Jones (big mtn) reps them, I think that says something pretty good about them. I subsequently ordered the Joint VPD Elbow. The only other piece of snow protection I have is a helmet. That said, as I get a little older, I am considering some shin guards (maybe some thrift store special soccer style) and tailbone protection.
I agree with snowboardboi, teach yourself to fall right!