For all your shopping, I suggest to go to a store as fit is important. If you do order online, you may want to order multiple options and sizes and return what you don't want (hopefully flat rate returns)
Take a look at this guys's thread for suggestions on where to buy: STP and campmore.
1) Goggles have to fit your face, that is most important, so you have to shop around.
Also, be sure when shopping online that you get ones with proper sun protection. All too often the ones on sale are cheap because they are clear or flat light lenses meant for night or overcast skiing, be sure you don't accidentally buy those.
2) Pants and jacket, just be sure whatever you get is waterproof breathable. (Just about everything marketed for snow sports is these days).
3) Base layers, be sure to get some kind of non-cotton base layer, this is somewhat important. It should be desribed as as wicking or other sports-related trademarked term that keeps you dry. This does not have to be expensive and it does not have to be a compression shirt, and does not have to be ski-specific, just needs to be non-cotton. I just wear a non-cotton wicking t-shirt that costs less then $10 but this is me.
4) Gloves, again, look for waterproof breathable. Most important factor is this needs to fit your hand properly and you have some dexterity.
5) Socks, look for ski-specific socks and definitely non-cotton. Socks are important. These are usually wool or synthetic . Do not make a mistake to get thick socks thinking it will be warmer. You actually want medium or thin socks which will improve circulation. bring extra pairs as you might not know what will work best with your rental boots Smartwool/IceBreaker/Lorpen/bridgedale are examples of manufacturers.
If you are also going skiing for the first time and renting boots, I also suggest that you also take along a insole/footbed. This can just be something you may already have or the insole out of your favorite shoe. In a pinch go to the drugstore and get a pair of Dr. Scholls. If you want to do things properly, bring some superfeet or more expensive orthotics if you happen to have them
Edited by raytseng - 1/23/12 at 12:21pm