The ski train from Denver to Winter Park, Colorado is a neat way to get to your skiing destination without driving.  The views are amazing, and having someone else do the 'driving' is not too bad.  Having said that, just as in air travel, you must be aware that there are a few caveats.  Parking is available at Union Station for $10 for the day, as long as you get to the station early enough.  Yes, you can purchase food on board, but be prepared as costs are not cheap.  Not terribly expensive, but they only take cash.  Speaking of cash, take plenty with you as your local bank ATM may not be readily available in Winter Park.  The biggest caveat is this:  the train runs on a single track system that it shares with Union Pacific and Amtrak.  If there are any problems with another train or the tracks, be prepared for lengthy delays.