Dude, jpeavs, I LOVE skiing. Started when I was 5 or 6. In fact, my wife and I almost bought a condo at Stowe this summer, since we spend most winter weekends on the slopes.
HOWEVER, it's not really as good a workout for baseball as you think. Yes, your legs get a burn, but honestly, there are literally 100 other activities that would be better cross-training than skiing.
Still, most other sports aren't as fun ... or cold