For the legs, I suggest some thick wook kilt hose. Should work well. As for skiing in a kilt...I find that (especially at speeds I like to ski), a kilt becomes little more than a parachute trailing behind you, leaving your bits and pieces exposed to the freezing wind, snow, and stray ski pole!

I'm not even going into the perils of wiping out while skiing regimental at any speed in a kilt...bad bad bad things...