I used a Paris expedition sled on Denali, it was amazing. I wasn't skiing at the time, but plenty were. They allow you to carry a lot more gear but can be incredibly frustrating the first few times out.
The setup is easy, rip out the plastic kiddy handles, and use some p-cord to tie down a lightweight duffel inside. Then you have two popular options, either attach the sled to your harness or to your pack. I preferred attaching it to my pack. There are two holes in the front of the sled, tie some webbing, in a V-shape, so it is about 6 feet or so from the sled to the end of the V. Put a knot at the end and a biner or two, and just clip it onto your ice axe loops, or similar. When you're going uphill, if it isn't very steep you will hardly notice the sled (in the right snow conditions!). As it gets steeper you'll want to move more weight into your pack. On Denali, WB route they say roughly 60/40, and then swapped when you get steeper. The trickiest part is downhill... and unfortunatley it would be quite easy to ruin a good powder day having to ski down with a sled.
Here I would ski with it in front of you, with the basic mindset as if you were "walking a dog" I would make sure it is attached to you either in the form of a harness, or just having it attached the the back of your pack and swinging it in front of you. I've never skied down with one, but it is NOT easy coming down walking. esp. with over 60 lbs in your sled.
To make a sled work you need the right snow conditions. Any winter'y snow should be fine. Its when it starts getting slushy June/July/August, you may regret it, even if neccessary.