We have taken our DS4 snow-skiing in Montana the last couple of years and he loved it. They have lots of other activities in addition to skiing, we went dogsledding, snowmobiling in Yellowstone Park, ziplining, tubing, and rode in the snowcat on their nightly grooming runs.
Skiied at Park City Utah with him as well, although he was a bit young to fully enjoy that one. The resorts in and around Park City also have lots of kids activities, but be prepared to pay (you just thought Disney was expensive until you get them into ski school!).
He's also been to a couple of resorts in the Caribbean with us, and on a cruise and all have been great! One year we went out to Sequioa Park in California to see 'the big trees' which was something different for all of us.
We're also near the Gulf Coast so we make a couple of long weekend trips there each year for a more laid-back vacation. Building sandcastles on the beach, fishing from the pier, dolphin cruise through the bay.