Did they cancel your flight on the day of departure? What reason was gievn for the cancellation? The more details you provide the better advice you will receive. BA should have offered you the option of rerouting rather than flying via LAX, UA has a daily service to DEN IIRC. As for delayed baggage compensation you probably won't have too much luck, but you may well be eligible for EU compensation.

Missing bags when skiing has to be the worst possible experience especially if you have boots and other equipment along with your regular baggage. What was your class of travel? BA should have given you a preloaded card to cover purchase of emergency essentials upon arrival. You normally have to push hard for this but IIRC it amounts to $120 per cabin, (i.e. $240 in J and $360 in F). I seem to remember getting something like $360 on a card when my bags went for a holiday of their own when they should have been with me in SFO.

If you choose to fly BA again you may want to invest in a BA Amex PP card (see other threads here) for the missing baggage insurance which given BA's penchant for losing PAX luggage can more than pay for itself within a single trip.