Obviously know snow safety, carry beacon, go with partner, etc.
Beehive Basin is great. Head off the backside for Bear Basin, which is even better. South of Big Sky, is Bacon Rind, also really fun. Yellow Mtn is in Big Sky area. Hegben Lake near West Yellowstone has some fun skiing.
North near Bozeman has some great stuff too, Mt Ellis, Mt. Blackmore.