There is a Sports Authority shop in Steamboat that I have used for renting skis -- good equipment and way less than any speciality shop or at the resort. I don't think you will find any lift ticket discounts; expect to pay ~$100/day/person. They did get some good snow this last week -- I saw 40" in 48 hrs at one point, so it should help their base. I was there over New Years weekend, and the skiing was aweful. The Wyndham has a good shuttle service to the ski resort; much easier that driving and parking yourself.
In the downtown area, there are some really good restaurants and bars for evening entertainment. Don't forget to drink plenty of water if you aren't used to our elevation and dry air. Have fun!
Kurt