We have a house in the southern French Alps as well as the UK and I normally work the winter months in a ski resort. My husband can work from just about anywhere in the world so we aren't tied down. We both love skiing, snowboarding and ice climbing but I broke my neck in a climbing accident last year so giving this year a break
The one thing I would say about working in the Italian or French Alps is, learn the language unless you're only planning on sticking around the British tourists. Language allows you to get away from it all and mix with the locals and it also opens more doors for you in better resorts that aren't on the UK listings.
My husband used to work in New York and loved it. Unfortunately there are no mountains in NY so I'm happy to stick with what we already have.