Sauze D'Oulx is a great place for a moving experience - there are a few good smaller, really enjoyable Italian resorts close -
Bardonecchia, Sestriere, Montgenvre. And the joint 2nd biggest resort in Europe is just over an hour by bus from Oulx town bus station -
Serre Chevalier, just across the border in France, lots of greens, blues, reds, blacks and a Nordic area at the far end (Monetier) with ski parks. The bus leaves around midday (Autocars Resalp) drops you at Briancon, which lies between a few mountains, on the foot of the small, French part of Montgenevre mountain.
If you're into Nordic skiing, Nevache is worth visiting for a day or more from Briancon.