We really enjoyed Zell am See in Austria - a memorable resort not far from Salzburg, where the slopes come down to the old town that's set beside the lake. We had Dinner, Bed and Breakfast at a hotel there over Christmas a few years back, and it was a magical time. There are some beginner slopes and a good range of intermediates too.
Interestingly, we were looking to book (late) for the February half term a couple of years ago and were thinking "Austria" again. Turned out that for an extra 20 pound each we could get to Mammoth Lakes, California. Now if you're learning, THAT's the place to go.
Really - have a look at the brochures, compare resorts. France tends to be "plastic" resorts, Switzerland expensive. I've heard great things about former Eastern European skiing, but that some of the lifts / equipment are a bit old. Things to take note of - (a) is it easy to get from the accommodation to the skiing (b) are you sure there will be snow.