Just my opinion here, and kinda from experience.
Well, I drive a truck that drinks gas. With gas prices not being at their "lowest" lately it is nice to have something that's good on gas.
With 3,500-4,500 I think your best bet could be just an older Honda Civic, and you could get a roof rack for your skis. I know, everyone hates on Civics, but people only hate on the ones where guys have modded them and claim that they are fast.
They're not a fast car, nor were they ever designed to be a fast car. So if you don't make pointless mods to it and just drive it as a car to get here and there with good gas mileage, no one should hate on you. I also want to point out that, I don't own one, and I never have owned one either so just letting you know these are all my opinion type of statements here.
I do know that they get good gas mileage and are pretty reliable too. It'll save you some money in the long run and really, it is a first car so you can't expect something incredible, unfortunately. If cars are a passion of yours and you like working on them and turn out to be a car "enthusiast" type of person, then what you should do is get a Civic or something along those lines to get you to work, and to the mountain. Then you should try to save as much money in the years to come that you can. Just whatever you don't spend on skiing or gas, save it. Then in a few years you'll have all this extra money and could buy an awesome car. I mean, in the future after you save for AWHILE you could even buy a used STI or WRX or something awesome.
Just throwing out some ideas here. Take them lightly or "with a grain of salt" as some people say. I just want to get you thinking about it though so you think of all the options. Also, where are you located because I'll look around on craigslist and stuff for you too. Good Luck and keep us updated on how the car search goes!