I always have two parkas; an insulated one with pit zips for seriously cold days (and we get them), and a shell with pit zips I can use on mild days or rain (and we get them), also wear the rest of the year, as in like hiking or camping.
To cover the inevitables: No, layering isn't the universal Answer to All Human Problems. Or some esoteric skill set that you have to learn for membership. More like a persistent myth. Trust me, I've had plenty of years to try all possible ways of dressing to ski, including that regrettable flowered purple wind shirt in late 60's.
First, layering's fiddley. So much fun to strip down out on the slopes. Ideal for folks who love to constantly tinker on the move, like a friend I hike with summers who cannot get his pack exactly right, constantly slows to play with the suspension and cords. Every day, all trip long. If you're in that sector, definitely get a shell and ideally, three or four inner layers to choose, carry all in a pack along with your other gear. I mean, Be Prepared!
Second, a modern shell, hellbent on being breathable, don't cut it when it's actually cold and windy outside. Otherwise you'd see more mountain climbers in shells. Skied several days in VT last season when the high was below -5, and the winds never got below 15 mph. Mild by Central Asian standards but still brisk. Layering and an insulated parka worked just fine. It's also a good design when traveling to ski in northern Rockies and up into central Canada, cuz you can cool it down by unzipping and/or skipping that middle layer, but you can't warm up a shell if you've already got that middle layer on, and are still cold. Also perfect if you race, and get to spend half the morning inspecting the course or standing around above the gate before your number.
2) No, I don't get crazy sweaty. That's what pit zips are for, or just unzipping the top of the parka for a coupla minutes while you're in the chair. But I'm a thin guy, so tend to run cool anyway, and have learned that I ski better warm than cold. YMMV. 3) Yes, if I'm planning on skinning or hiking, or if it's a nice day in the 20's, then duh, I use a shell. Or in April when it's 45 in the shade by noon, lunch includes two brews, and the shell only is for the early am.