I think for most western skiing a Gore-Tex XCR Shell that is well designed with ventilation options is a better bet than an insulated coat. The warmth is added in layers under the shell as needed for the day, and if you are carrying a pack you can add or subtract from that as needed. The best brand IMO is Arc'teryx, but there are a lot of choices and have been may threads on this site discussing them. Obermeyer, Bognar, and other fashion jackets are best if worn with matching pants or as a one piece suit, and accessorized with a Ski-Tote, that way we'll see you coming.
The heliskiers and backcountry skiers are carrying avalanche rescue equipment, and hopefully know something about its use. If you want a good economical pack, the DaKine Pro II or BC Stash packs are pretty nice. Black Diamond sells the Covert or Anarchist with built in Avalung. Look for packs with a ski carry system, built in hydration and sleeves for a shovel, probe. It doesn't sound like you are really prepared to do backcountry without some research and education, so we won't discuss avalanche beacons, except to say, at some point you should become acquainted with this stuff. BTW, if you want to start acquiring some of this stuff on the cheap, most of us keep an eye on this site
to get clothing, goggles, helmets, packs and so forth at less than half price.
Helmets, who cares, except to get a fit. The other day I saw a snowboarder listening to his IPod nearly run over, when he fell into the path between a snowmobile and a rescue toboggan, just as it was pulling away from the lift on flat ground....
Patroller "Hey watch out!"
Gaper "I never heard you".
Leave the tunes in the car for the trip home.