If you like to ski ungroomed snow off the sides of the pistes, Megeve and Espace Diamant are excellent because they do not attract crowds of freeriders who track out the snow before you get there. Mont Joly in Megeve is especially recommended.
If you want to ski further away from the pistes, the possibilities are almost endless. It's best to hire a guide unless you are very experienced and thoroughly understand the safety aspects. We always ski with Krister Jonsson who is a very experienced skier, climber and mountaineer. Krister lives locally. He is friendly and considerate and always make sure you have a challenging but safe day out.
You can also get to many more places if you are willing to do some walking up - ski touring. If you are physically fit and like hiking, you will love ski touring ("ski-rando" in French). Touring requires special skis that are adaptable for walking up, and can be hired locally (try Soquet sports in Megeve, near the tourist office). The photos below show an outing to the Trou de la Mouche on the Aravis ridge above La Clusaz. Again, Krister is your man.