There are a ton of follow up questions to really give you a good answer, because as the other answer noted, there are tons of options in Austria. First of all, how much are you willing to spend? There are plenty of places you can do day trips to from many cities like Salzburg. Or... You can splurge and do a trip to a place like Lech/Zürs. If you are willing to spend, I'd recommend heading to that area because there is a lot of different skiing there and the towns are fun.
If you're a good skier, the off-pist skiing is amazing as well.