As a standard you're gonna need at least £5k wherever you do it (though this was when sterling was a king).
If you're going to season in Europe you need to account for 2000-2500euros each for an apartment split four ways inc. bills and water. Season passes are obviously pretty pricey, allow 1000euros. If you were going to do a season in Euroland I'd role out the recommendations of Avoriaz/la Clusaz, St. Anton and Val D'isere for what you seem to want. All have sick terrain, busy nightlife, good parks for europe.
If you're going to America I'd recommend Utah or Tahoe for you, head to Salt Lake City or Lake Tahoe. SLC has Park City and Alta as mentioned, also Brighton, sick. LT, stay on the Nevada side, You have Northstar for park, Heavenly for Pow, plus others. Stay away from CO for what you're looking for, great for park but sucks balls for steep and deep. I was paying $450 a month for rent this year, but that was good, allow $700 a month for rent for your own room, it'll be less if you room share obviously. Look in to Season pass prices as they vary from $549 for the Vail Epic pass to $1200? for Park City. Obviously eating over there is cheap as Sainsbury's own, but better quality. Allow $200 a month for food, that's eating well. Free refills on soft drinks in bars and restaurants is ill. Visas are almost impossible, as above; J1 if you're at uni right now, if not start applying for ski school jobs at the places you'd want to be and hope that your mountain ain't retarded. They generally are, you'd practically be as good as jesus if you managed to get a visa. If you get offered a Q1 visa, reject it all costs, it's a pile of wank, you are a cultural ambassador and it's not cool. serious.
Canada, I did Whistler; along with every other English seasonaire on Earth. Sick, but get there early in October, find work, you don't really need a visa, but best trying to get one through bunac.co.uk. Accommodation is redic, finding somewhere to live will be the hardest part of the season, so get there early, similar prices to the USA, look into working for a hotel, they can help you out. Best sort of job to get, dishwasher or something, low pressure, easy hours, reasonable pay, no worries on the visa front.Snow is amazing if you get a good year, the terrain is the best, everything is there, make friends with someone who has a sled. I'd maybe want £7k for Whistler, things get rowdy.
Japan I can't help but have been told it's great for a month but gets lonely and a bit repetitive after then.
Any other questions, just PM me man, I'll happily help anyone out.