OUT WEST, some of the big-name ski resorts are so plush that the fanciest lodges have even built "indoor-outdoor" heated pools to pamper their guests. For those who can afford it, it's a wonderful way to ski.

After a strenuous day on the slopes, you first slip comfortably into the indoor pool, warmed to about 90 degrees. Only then do you venture outside, wiggling through a small underwater passageway to the second pool, scarcely less warm than the covered one. There you order up a brandy and float luxuriously through a cloud of steam while Rocky Mountain winds whistle harmlessly around your nose and aching muscles turn to mush.

The agony and the ecstasy. That is one kind of ski week, at maybe $50 a night per person for a double room in the February and March high season.

But you don't have to pay posh prices to enjoy the warming sun, wide-open slopes and awesome scenery that are among the many other fabled pleasures of a ski vacation in the Rockies and Sierras. Accommodations come in a wide range of prices. And this is an unusually good year for a western trip. The snowfall has been heavy (in contrast to eastern resorts) and the fare competition between the airlines has created unusual bargains for skiers able to snap them up.

Skiers who really don't want to miss out on the hot tub experience can savor it at less-luxurious lodges--those that have only an outdoor pool. That means scampering down a frozen path to take the plunge, flinging towels and sandals aside in the haste to get out of the cold. It takes a hardier soul, but then it's usually several dollars cheaper a night.

If cost, not comfort, is uppermost in any ski vacation considerations, more-spartan, and cheaper, lodging can be found. Spartan, relatively speaking, that is: It's hard to imagine anyone spending a ski week at any of the major resorts who could be considered "roughing it." But for $15 to $20 a night--in the heart of many of the big-name resorts at the height of the winter season--skiers can share a bunk room for four (bathroom down the hall) and save on one of the major expenses of any ski trip.

It's a popular type of lodging for younger, less-affluent alpine fanatics, for whom only the challenge of the mountain is of any importance--and who can put up with a scraggly chorus of snores from strangers. One not overly prudish Washington skier nevertheless was stunned one night when the stranger in the next bunk smuggled in a young lady after an evening on the town. Their romantic acrobatics didn't bother him so much as the noise they made early the next morning trying to find her lost contact lens before they could sneak out again.

For most East Coast skiers, no trip to the sun-soaked slopes of the West really comes cheap. When all the costs are added in--lodging, air fare, rental car, lift tickets, lessons, rental equipment and food and drink--the total mounts fast. Figure a minimum of about

,000 per person for a week on the western slopes for a couple who choose a medium-priced lodge and eat all their meals in a restaurant. (This isn't a penny-counter's excursion. At the price, you probably can find a place with a heated pool.)

The wide range of accommodations gives travelers a major item on the budget where they can hold back costs, and other savings are possible, too. Now through mid-March is high season at most resorts, but lodging rates drop sharply at the end of March for skiing that continues into early April.

End of season is a great time to go West. The snow is still good, the days--and nights--are warmer, the crowds have thinned and the lift lines have disappeared. Just watch out for mid-afternoon slush. That's when you see the hotshots sweeping down the mountain in T-shirts and cutoffs. At alpine altitudes, winter tanning (and burning) is as easy as on a summer beach.

There's no doubt that the gloomy economy of the past couple of years has reduced the number of skiers at even the most-popular resorts. Only a few years back, skiers had to reserve as early as September to get a Saturday flight to Denver in February. That has not been the case this year (though if poor conditions continue in the East, it may mean bigger crowds in the West).

As a result of early economic forecasts, many of the hotels and lodges this season have not raised prices or have kept increases at a minimum. Even Aspen, customarily leading the nation in the cost of lift tickets that increased annually, has retained last year's rates ($22 for a one-day pass, $114 for six days). Other resorts are promoting cost-saving deals to draw the customers:

Steamboat, an overlooked gem of a mountain in northern Colorado with 73 trails and 16 lifts, is offering free lift tickets to children 12 and under if one or both parents sign up for a minimum of five nights (on a prepaid package) at a Steamboat Springs hotel or lodge. This adds up to a big bargain for families, saving them $7 to $15 a day (the charge at other resorts) for each child during the week.

Easing the cost even more, some of the Steamboat Springs lodges are offering free lodging to youngsters (17 and under at the Sheraton) sharing a lodge room or condominium with their parents. The resort also provides free rental equipment to children for each parent who rents. "We needed to get people in here," says a resort spokeswoman. "We went for families who otherwise probably wouldn't be coming this year."

Similarly, Keystone, 75 miles west of Denver, has worked out a package deal with Continental Airlines that provides a low-cost $176 round-trip airfare (Tuesday, Wednesday, Thursday, Saturday) from Washington to Denver with the purchase of five nights accommodations at Keystone. The five-night package, at a per-person rate (double occupancy) of $347 in Keystone Lodge, includes lift tickets for four days and round-trip transportation from the Denver airport.

For someone who has never skied in the West, planning a trip means sorting through a number of variables. Finding the best bargain can tax the investigative skills of even the most budget-conscious traveler. Since air fares are so volatile these days, the best bet is to buy fast when a bargain like a $99 ticket is advertised. With that price, if seats are available, this may be the year to ski California's Lake Tahoe region on the theory that you ought to get the greatest mileage from your $99.

Continental Airlines recently extended the $99 one-way fare to western destinations for travel beginning as late as March 31--which pretty much takes in the rest of the ski season. The catch, though, is that only a certain percentage of seats on each flight is available at that rate, and they are expected to sell out fast to ski cities.

An early step in trip planning is to decide on the kind of place you want to ski. Aspen reigns as Queen of Resorts, but the jet-set glitter has tended to result in generally higher prices for everything from a burger on the mountain to sunscreen at the drugstore. Costs may be somewhat cheaper at Utah resorts such as Park City, Alta and Snowbird, especially if you stay in Salt Lake City, but the apres-ski--if that's important to you--can't compare. On the other hand, Salt Lake City is a handy 30 to 40 minutes from the slopes while Aspen is a 200-mile bus or car ride through high mountain roads or a $61 plane flight (one-way, weekends) from Denver.

Elsewhere, Steamboat is pushing for the family trade not the singles crowd, which is a big consideration if you have in mind a new romance. At remote Telluride in southwestern Colorado, there's a "we're all in this together" kind of feeling that you get aboard a small cruise ship, where everybody knows everybody else in a few days. The southern Lake Tahoe area offers nights at the flashy gambling casinos on the Northern California-Nevada border.

Jackson Hole, Wyo., and Taos, N.M., have a reputation for steep slopes that attract the experts. Colorado's Snowmass, with its mile-wide Big Burn trail, is a favorite with the softies who like gentler terrain. There's a frolicsome spirit to Aspen Highlands, where the easy-going attitude soothes the fears of beginners otherwise intimidated by this superb mountain. With a week of professional lessons, most can be skiing from the top. And at 11,800 feet, where the cloud-scraping, breath-stopping lift to Loges Peak deposits skiers, that's about high as you will find anywhere.

The next step is booking accommodations, which can mean a dorm, a hotel room, a condominium apartment with kitchen or an entire chalet. Longtime skiers often have a favorite place to stay. When they check out one winter, they make reservations for the next, even securing the same room season after season. They tend to make their own flight and airport-to-resort arrangements.

That same do-it-yourself option is made easier for the first-timer by reservation offices or the Chamber of Commerce at many of the larger resorts, such as Aspen and Steamboat, which can advise unfamiliar travelers on lodging at the price and with the amenities they want. Sometimes you can sniff out a bargain better working on your own.

However, most of the airlines that serve Ski Country offer packages that include a choice of accommodations in varying price categories, lift tickets and airport transfers. The cost, say airline spokesmen, tends to be about the same as making your own arrangements, but going through the airlines can be more convenient since they make all the phone calls for reservations.

United Airlines' "Skiers Dreambook 1983" advertises seven nights at Jackson Hole for $329 per person (double occupancy), including airport transfers, daily buffet breakfast, a one-hour group ski lesson and a welcome bottle of wine and fruit and cheese basket. In the Canadian Rockies and off the beaten path, Western Airlines offers a seven-night rate of $429 per person at the Banff Springs Hotel outside Calgary, which also includes five days of lift tickets, airport transfer and wine and cocktail parties.

Another option is to sign up for a group tour, which means traveling with up to 30 or 40 other people under the leadership of a guide or host. Tours, which usually include air fare in the price, are available through local ski clubs, travel agents and ski shops. In this case, they do all of the work. You simply pay your money. "Just sign up and go," says Chuck Sarkis of Sea and Ski Travel of Bethesda, which specializes in ski tours.

His firm has scheduled three week-long tours in March to the Salt Lake City ski resorts, which he feels are "slowly catching up" to Vail and Aspen as ski destinations. The snowfall there, averaging 450 inches a winter, makes for some of the best deep powder in the country. The seven-day rate (which includes airfare) begins at $645 per person (double) at the Salt Lake City Hilton or the Park City Racquet Club, and also includes a six-day interchangeable ticket good at Park City, Park West, Deer Valley, Snowbird, Alta, Brighton and Solitude, plus daily shuttle to the Park West area.

Heading for the West Coast, the Ski Club of Washington, which sponsors a long list of trips, has arranged a seven-day tour to Heavenly Valley at Lake Tahoe from Feb. 26-March 5 at $719 per person, which includes airfare to San Francisco, charter bus to the mountain and five days of lift tickets. Trip leader Rick McCormick, of the Defense Mapping Agency, has reserved space for 34, and the trip is probably sold out by now.

One of the biggest lures of a western trip is the dry, normally sunny weather that makes being outdoors in the snow a special joy. Even at sub-freezing temperatures, crowds pour out of slopeside cafeterias with their lunch trays to bask in the dazzling, warming sun. It's cold, but you don't feel it until a cloud drifts overhead.

That dry climate also makes for softer, fluffier snow, all but eliminating the hazardous icy conditions that so frequently terrorize skiers in the damper, chillier East, where a day on windy slopes sometimes can be a punishing ordeal. And, with trails that reach above the tree line to 11,000 feet and higher, the western scenery is awesomely wild. Craggy peaks, enveloped in puffy clouds, march across the sky in every direction.

Count on that heated pool at the end of the day, and it's a winter vacation that becomes a winter habit.