Depends on whether you mean:
A) Skiing or making love constantly at all times (aside from eating and sleeping) for the rest of my life.
Answer: Skiing, because after a few rounds of babymakin' your dick gets tired, man. And sex with one girl constantly all the time for the remainder of your life would get old eventually...
B) You have to give up one of the two activities for the rest of your life, but your life continues as normal otherwise.
Answer: Skiing. A strong hand can do a decent job reducing your urge to fuck, but nothing can reduce your urge to ski. Hell, I barely make it through the summer. I'm dying to ski right fucking now.
So I guess it doesn't depend on shit. Sex is amazing, don't get me wrong, but if push came to shove... skiing, dude. Honestly, what the fuck other sport do people feel like that about? Like that goes against so many biological imperatives. And sex is awesome. But skiing is still better.