I skied Shiga quite a bit in the past. Used to stay at the New Yokote Lodge. Website http://www.new-yokote.com/ is Japanese only but they have a lot of foreign guests. Right on the slope. There are quite a few similar lodges in the area. Okushiga Kogen Hotel is more upscale and in a different part of the mountain. Thinking about this, Shiga may be your best bet. 1:20 on the train to Nagano and then another 1:20 on the bus.

I'm guessing New Yokote might be something like 8 to 10k per person per night. Okushiga would be 12 to 15k.