It all depends on what you want to do with it...but then, you knew that.
As has been pointed out, a quiver of cameras might work. No camera does everything well.
A few generalizations, for which there are always exceptions. Caveat emptor.
SLRs will produce the highest quality image files. Period. Many of them (though not all, by any means) use CCDs that match the size of a 35mm frame. Most of them will save RAW files, allowing very high quality post processing to be done in Photoshop. Often, they have superior JPEG image processing internally, as well. This adds up to greater dynamic range (although still not as much as film), and improved rendering of color, detail, shadows, highlights (the dynamic range thing), etc. SLRs have minimal shutter delay, which makes them well suited for sports photography.
SLRs, of course, suffer from being big and heavy and complicated. The large CCD makes long telephoto lenses very big and very expensive. 12:1 zoom ranges are pretty much out of the question. They don't do video. Ask yourself, "Do I really want to carry that thing?"
If you want to publish in print media, an SLR is the only way to go.
There is, of course, a considerable range of point-and-shoot cameras, and some of them offer an excellent choice of manual controls and decent image quality. Some can save RAW files.
Note that some
P&S cameras with very high pixel resolutions have poor enough internal image processing to negate the theoretical improvement that more pixels can give you. Read the reviews.
I have an ultra-zoom that I find to be useful. Some ultra-zooms, while not being "pocketable," don't make too much of a lump and may have capabilities that are useful for casual ski snapshots. Many suffer from excessive shutter lag, but prefocusing by depressing the shutter release halfway may provide a useable workaround. They can do video, and many of them (but not all) can zoom while capturing video. An ultra-zoom may make a very useable compromise between an SLR and a compact P&S. I have both an SLR and an ultra-zoom, and I find for most use, the ultra-zoom is the one I carry. It has a lot of moving parts, though, so I take care not to expose it to impacts. When I ride my bike, it is strapped to my body, rather than being in the bike bag.
Many ultra-zooms have electronic viewfinders. They are useable in bright light and provide more accurate framing in macro mode than the optical viewfinders on compact cameras, but manual focusing is difficult and some have significant image lag. Nonetheless, I would avoid the cheaper ultra-zooms that have only the LCD on the back of the camera.
All ultra-zooms and compacts use relatively small CCDs. This will always impose some compromise on image quality, just like small film formats imposed quality compromises compared to, say, 2 1/4 or 4x5 formats.
Some compacts are now "ruggedized" and water resistant. This has considerable appeal for skiing, swimming, etc. Again, I would prefer one that has an optical viewfinder in addition to the LCD. AFIK, there are no water resistant ultra-zooms. At least one manufacturer claims their SLR is weather resistant.
Websites with possibly useful reviews include www.consumersearch.com