Like the other guys, I use a hitch mounted bike rack and put skis/snowboards on the roof. I have the Thule Doubletrack hitch mounted bike rack for my mountain bikes, and a Thule cargo box on the roof for skis and other gear. My parents used to have a thule hitch mounted bike rack with a ski adapter, but I personally didn't like it just because of all the salt and road grime you get on your gear when driving in the winter. The cargo box is way better at protecting your gear and can be used for other things like camping gear, etc. We even put our food in it on top of the skis when on ski trips and it works like a cooler because of the cold air haha.
Hitch for bikes and roof for skis is definitely the way to go.