Be prepared to spend lots of cash at Big Sky. Everything there is expensive. While Big Sky is a favorite in Montana among the super rich (and those who attend college and take fun electives such as "Snowboarding for credit"), there are other gems out there that are worth checking out and are far less expensive than Big Sky:
1) Lost Trail (on the Idaho/Montana line on US 93)
2) Discovery (the locals sometimes affectionately refer to it as "Disco")
3) Showdown (don't let the wild west redneck name scare ya)
4) Snowbowl (I don't care for the granola, hippie scene but it's a neat place)
5) Lookout Pass (lots of snow)
6) Teton Pass (very small ski area but filled with Montana charm)
The above list is not all inclusive, of course.
Personally, LT, Disco, and TP are my favorites.