I don't ski much anymore, but my friends that do, and are solid skiers, tell me:  Crested Butte, Telluride, parts of Aspen.  Those are a little more off the beaten path, however.  A little closer to the I-70 corridor, I would go with Vail, Arapahoe Basin Mountain, or Mary Jane Ski Trail, which is part of the Winter Park Resort Ski Area.

It's Colorado Drew! Just about every place along the I-70 corridor has great advanced terrain. My personal favorites closest to Denver are Steamboat Ski & Resort Corporation, Vail Ski Resort, Aspen Skiing Company and Copper Mountain Resort. There is a lot of other great resorts with an abundance of advanced terrain like Crested Butte Mountain Resort, Telluride, and the epic Silverton Mountain Ski Area but they are far away from Denver. Ultimately, I think Vail would be my choice because it is huge, offers tons of variety, and is close to Denver.

Vail. Huge ski area, something for everyone, slopes, trails, bowls, trees, moguls, you name it!  My favorite place. Keystone is also nice:  long runs, trees, moguls. Aspen is rather far from Denver, but you have the pick of 4 mountains on the same lift ticket.

Nothing beats Vail for great skiing at all levels.  If you're going to be skiing for more than 5 days a season and can avoid the holiday timeframe, check out epic pass which let's you ski Vail, BreckenridgeKeystone and Arapahoe Basin Mountain all on one pass and unlimited number of days 

I have been going to Aspen for the past 10yrs and it is truely a skiers' delight. There are 4 mountains there with advanced skiing at Ajax, Aspen Highlands and Snowmass. There are also snow bowls if you are into more rugged skiing. It is abit far from Denver, approx a 4hr trip. Vail and Beaver Creek are closer and also offer challenging skiing. 

I am from Australia.  I have been to Beaver Creek many times, Breckenridge, Vail and other surrounding ski areas.  Vail is gorgeous but I love skiing in Beaver Creek.  Even the World Ski Championships are held there.  My in-laws have a condo there and it is ski in, ski out.  The Park Hyatt Beaver Creek Resort and Spa is opposite and gorgeous.  May be pricey otherwise St. James Place is another option.  If you are there just for the weekend, you can stay at Avonas they have super cheap accommodation and do a ski at Vail, day 1, Beaver Creek day 2 and Breckenridge Day 3.  Make sure you enjoy a schnapps at the The Ritz-Carlton, Bachelor Gulch as you ski through it.. Buses will be an option through your hotel/motel stay..  This may help you out and you can even search for a house of there are a few of you .... Have the best time wherever you choose. We are back there for a white Xmas next year.. Can't wait...

If you can be flexible, I'd consult www.opensnow.com a few days before your weekend to see where the best snow will be.  I'd pick from Vail, Steamboat Springs or Crested Butte for some of my favorite terrain depending on where the snow is best.

If Crested Butte has over 50 inches of a base I'd go there, Great town and not pretentious.  Telluride is too far. If you are going on a weekend I'd stay away from the I-70 corridor.  Maybe head to Steamboat Springs especially in January or February.  If its in late March early April go to Breckenridge great town and great terrain the crowds are gone(Watch out for Texas spring break though).  Tends to be the best snow of the year and guaranteed winter snow because of the altitude.

Winter Park! Close to Denver and challenging for an advanced skier!

Beaver Creek