Most people go casual ie jeans and a nice top. You don't need to go out in jumpers too much as all the hotels/bars are warm. For shoes I just take walking boots if you're going out and about, in the hotel I just have boots or some comfy shoes on.
forget about high heels..shoes with a good grip is what you need! Streets can be very icy.
Jeans, T-shirts and sweaters with zipper
Take 'espadrilles' shoes with you for in the hotel and sportclothes to go to breakfast; much easier then melting in your skisuit while eating your toast