Sunglasses are well recommended if you intend to go up the mountains - the sun on the snow can dazzle you a lot and slowblindness can occur. Sturdy shoes, preferably water and snowproof are adviseable.
Toiletries and Medical Supplies: No real things you should bring - the pharmacies usually have at least one open during the night. If you go out drinking though, a really supply of aspirin or alka-seltzer is adviseable.
You need to buy a special jacket and pants for skiing. Alot of them come with several pockets to keep you money and ski pass in.
You also need special knee-high socks. These should all be available in sport shops, but you can also find them in Austria when you arrive.
Snow boots are also useful, to avoid sinking :-)
UPDATE: everything I bought from sportsshops were available in the Ski resort..More or less same prices too, and there were sales..so don't worry if you don't buy your gear up front.
Ski Gear tends to be kind of pricey, and the better the quality the warmer you'll be.
Toiletries and Medical Supplies: Sun screen
Lip Balm (I'm dark and got burnt!)
Photo Equipment: Take a small digital camera. You can fit it into your ski jacket.
Camping/Beach/Outdoor Gear: Goggles/Big Sunglasses
Wool hat to warm your ears.
Miscellaneous: If your not taking goggles, buy a string for your sunglasses... I broke my favourite ones when I kept them in my Ski pocket all day