Skiing holidays have a problem. They’ve lost their sense of adventure. Yes, the first flurries of winter which arrived recently provoke excitement, and the lure of the mountains is still strong. What’s lacking, however, is the sense of discovery, anticipation, and of reaching dizzying new heights.

This is no surprise, for the Alps have been entertaining winter tourists since 1864 when a group of Englishmen visited St Moritz ‘out of season’ as a bet. In its infancy, skiing was the preserve of the aristocracy, who holidayed only in the most chic resorts — the likes of Courchevel, Cortina and St Moritz — perilously hurling themselves down the mountains wearing plus-fours.

More recently, tour operators have gone to enormous lengths to broaden the sport’s appeal and entice those who prefer flopping on sun loungers to frolicking in the cold. And it worked: by the 1960s a quarter of a million Brits were skiing every winter and purpose-built resorts were springing up everywhere. Over time, these expanded and connected up to other resorts, creating mega-ski areas spanning vast valleys.

Here your every whim is catered for, every turn signposted and every movement recorded; great, if you live in a cave for the rest of the year. But I don’t, and I’ve had it with expansive, highfalutin resorts where you pay €30 for a burger yet are treated like muck. A few years ago, I discovered a Swiss secret. A hallowed place with powder on its doorstep, where some of the world’s best freeride skiers hang out harmoniously alongside the locals. This is Grimentz, a stone’s throw from Verbier, yet worlds away from the champagne-quaffing toffs. The only sounds in its narrow alleyways are the mooing of cows (cloistered for the winter in the village) and the odd clunk of ski boots.

Two seasons ago, a cable car linked the resort to nearby Zinal and you can now lap the area, skiing the Piste du Chamois, which descends from Zinal’s highest point back to Grimentz, several times in a morning, skiing fresh lines every time.

I relished the same sense of adventure last season in Madesimo, an Italian resort north of Lake Como. Here the slopes are less gnarly, the skiers drawn to easy-breezy blues and rolling reds. Experts can tackle the classic Canalone route, which begins at the top of a narrow, stomach-turning gully. But, as so often in Italy, the real treat is the food. Dinner at Dogana Vegia, a kitsch 340-year-old converted customs house at the edge of the village, is a must. Local specialities, such as cappellacci pasta with asparagus, are accompanied by a vast array of regional wines, climaxing with a gluggable (but headache-inducing) 16 per cent red.

There are hundreds of these gems in the Alps. Picturesque Valloire in France, for example, is overlooked by skiers who tear past the turn-off, eager for the Three Valleys, while Grossglockner in Austria’s East Tirol has a modern ski area that was deserted when I visited. I realise now that I’d become blinkered: obsessing over the kilometres of slopes, stars tacked on to the side of hotels and the number of après-ski bars. Where’s the fun in that? The mountains offer the perfect escape from reality to a white world where time stands still. But you won’t find that in an alpine metropolis. So eschew the likes of Verbier, with its honking hoorays, Courchevel with its fur-clad Russians, and Val d’Isère’s exorbitant Dom Pérignon. You’ll be better off a few miles up the road.