If you're looking for outerwear, gloves, goggles, helmets, street wear, etc... (anything but skis, boots, poles and bindings), Easy Rider is the best snowboard shop in the city as far as quality and selection of gear.
As far as actual ski shops, the only ones worth checking out are Skiers and Pacesetters. But really they all suck, especially Out Of Bounds...*Shudder*