I highly recommend the greater Salt Lake City area, and, in particular, Alta, where you can not only get affordable lessons, but you can get a "Beginner Area" lift ticket for only $40 per day. Once you get the lessons and skiing under your belt at Alta (and don't let the "beginner" moniker scare you off; the green runs it accesses are excellent), you can move over to Park City and try the resorts (Deer Valley, Park City Mountain Resort, and/or The Canyons) there.