Wengen in Switzerland is a great place, if you base yourself in Lauterbrunnen (which is far cheaper) you can then choose to ski either Wengen or Murren or both..!
And all under the the amazing Eiger..
Cham is my favourite resort but I have been to Wengen twice and it's a truly delightful place. And the Eiger is awesome. If you want to reduce the costs there are some self-catering apartments in the town bit of Wengen. I have also stayed at the Alpenrose which is reasonable and old-school.