Fitness columnist and sports writer Milo Bryant had a good column today on exercises to get you ready for ski season. He even posted video examples on his blog. (He's way advanced)
There's good tips on things like speed squats and dynamic lunges. All are important for building strength and avoiding injury.
But strength is only part of the game with skiing. Just as important is the ability and confidence to make quick decisions and stay balanced while shooting downhill.
The best way I've found to train for that is mountain biking. When it comes down to it, both are the same thing. Look at the position of a mountain biker versus a skier. Knees bent, arms out, weight forward, ready to shift over the center access to pull off a quick turn.
I find the better I get at skiing, the better I get at biking, and vice versa. I remember once seeing a college ski racer who had just learned to bike tear up the trails like a pro.
Bottom line: the gym is key, but so is hitting the dirt slopes.