Our week in the small Swiss town of Arosa, we all agreed, as we chugged back down the valley towards Chur in the cheerfully painted mountain train almost certainly once boarded by Heidi on her way to visit her grandfather, featured one experience that was dispiriting, one that was alarming, and a whole host that were utterly wonderful.

Let me get the negatives out of the way first and start with the dispiriting experience. Arosa is a perfect skiing destination for anyone who prefers the braying of donkeys to the braying of merchant bankers from Fulham. The Brit count is small, by contrast with nearby Klosters and St Moritz. Here, the overwhelming majority of skiers are Swiss and German; rather like finding a Chinese restaurant full of Chinese customers, I take this to be an encouraging endorsement.

In fact we encountered only one other British family, at the foot of the Tschuggen Coaster (renamed the Tschuggen Express this season), a leather-upholstered private cable-car run by the exceedingly swanky Tschuggen Grand Hotel. They had three children, who were roughly the same ages as ours. So naturally we made tentative conversational overtures, which were firmly rebuffed. Instead of risking a friendly chat with us, the parents kept looking pointedly at their kids and talked only to them. "Are you OK, Jess?" "Yes, why?" "Because you look a bit cold." If Jess had been as buttoned-up physically as her parents were socially, she would have been as warm as toast. Not that we craved their friendship or anything, but honestly, why are middle-class Brits on holiday so damned uptight? All the other nationalities we met on the slopes positively radiated good cheer.

As for the alarming experience, that came on day one, shortly after we had been fitted with boots and skis at our hotel, the Valsana. My mantra to the children on summer holidays is that the first day and the last day are when they are most vulnerable to sunburn. Similarly, on skiing holidays those days are when we are all most likely to break an ankle. But in the eagerness to get in some first-day action before dusk, I went and forgot my own mantra.

We took the resort's main cable car to the mittelstation and skied down, but ended up on a red slope that looked as if it was heading in the wrong direction. To get back on track, we decided to ski a short distance off-piste, but none of us really had the expertise to deal with powdery snow several metres deep, and my attempts to lead my family back to the sanctuary of the marked piste pretty soon evoked Fatty Arbuckle leading the Keystone Cops. We were all flying all over the place.

Not for the first time in our various family adventures, my wife and daughter found our predicament hilarious, while my two sons and I did all the fretting, especially once the sun disappeared over the distant peaks and the streetlights starting coming on in Arosa, a thousand metres or so below us. I had visions, which I kept to myself, of rescue helicopters being scrambled at best, and a page three news item in The Independent at worst. Perhaps I'm flattering myself. Page 17, more like.

Anway, to cut a long, cold and wet story short, we trudged on through the waist-deep snow and an hour later were sitting safely in the bar of the Valsana, chuckling about our afternoon fun (the boys and me with a slight note of suppressed hysteria).

The Valsana, I should add, was a find. It is a venerable establishment that in the Arosa Winter Guide 1926-27 advertised itself as "a leading English sport hotel (all south rooms with private loggia balconies facing the ice-rink)". Well, there's nothing very English about it any more, but as observed above, that's not such a bad thing. And the ice-rink is still there, in fact we had a go at curling one evening, which I can testify is about 100 times harder than it looks.

Arosa itself is a pretty little place. Many of the buildings are modern, built in an architectural style best described as Alpine-functional, and yet the collective effect is charming. It helped, of course, that we arrived after the biggest sustained snowfall for years, which all but flattened some of the pine trees clustered around a vast frozen lake, and gave the town, as viewed from the upper slopes of the 2,653m Weisshorn, the look of a decorated Christmas cake.

The snow had stopped falling when we arrived, but after a couple of days tiny flakes started fluttering down, and didn't stop for the rest of the week. It was like being in a never-ending tickertape parade, and it meant that we could ski practically to the very door of the Valsana every day.

This being Switzerland, the vast amount of snow did not affect public services to even the tiniest degree. On a few mornings we caught the bus from outside the hotel to the Hornli-Express cable-car on the other side of town, and soon realised that the timetable could be trusted like an affidavit. Britain's own hapless transport panjandrums should be sent to places like Arosa and made to travel around by bus every day.

Still, having stuck the snowboot into middle-class Brits on holiday and now British public transport, it is time to stand up for my country. We have given the world some jolly good tunes, many of which featured in the repertoire of a charming woman in full evening-dress who tinkled on the piano in the Valsana bar every evening, on one occasion enjoying, or possibly enduring, the spontaneous vocal accompaniment of a bunch of gregarious Belgians. Sitting in the bar of an Alpine hotel listening to three Belgians singing "Candle In The Wind" might sound like a vision of hell, but actually it was strangely uplifting.

We were on a half-board deal so we dined heartily and well in the Valsana every night, except for one evening when we went to its la-di-da sister hotel, the Tschuggen. There we ate in the stubli, an ersatz bierkeller with piped accordion music doing its best, but failing, to generate an atmosphere.

Where the Tschuggen scores over the Valsana and practically every hotel I've ever been to, however, is in the quality of its extraordinary spa. The vast swimming pool even has caves, where with the flick of a switch you can generate different effects. Ten-year-old Jacob announced that he would be perfectly happy to spend a week's holiday in the Tschuggen pool.

We were in Arosa to ski, however, and ski we did, relentlessly and except for the first afternoon, successfully. For beginners and advanced skiers the skiing there is fairly limited, but for intermediates there is plenty of variety – unless the Fohn, the warm and sometimes powerful mountain wind forces the closure of the Hornli-Express cable-car.

After a couple of days we made the shrewd decision to hire a private instructor for the children, and were rewarded with Ella Alpiger, a delightful young woman whose parents were both ski instructors, and who teaches instructors to instruct. Moreover, Ella knew all the best mountain restaurants, and, crucially, was able to explain the menus to us. The scarcity of British skiers meant that the English translations were cursory to say the least, which afforded us some gentle merriment. One menu recommended the "Ox Muzzle or Beefsnout if you are one of the Munch Munch Bunch who likes the big-size meat portions". We had cheese sandwiches instead.

Our favourite mountain restaurant was the Sattelhutte, where the boys learnt from three young Swiss men the local game of banging a nail into a piece of wood with the wrong end of a hammer. Like the Belgians singing "Candle In The Wind", it was infinitely more fun than it sounds. Afterwards, the children drank the regional Apfelpunsche and proclaimed it redolent of "apple pie and custard". We duly brought some sachets home, but without the accompanying mountain air, fabulous views and the rosy glow induced by a morning's skiing, it tasted like watery apple juice. We never learn.

Getting there

*The writer flew to Zurich from Heathrow with Swiss (0845 601 0956; swiss.com ), which also flies from London City, Birmingham and Manchester. Return fares from £140. From Zurich the writer travelled to Arosa by train (020-7420 4934; swissrailways.com ). His tickets were booked using SwissPasses (020-8133 6233; swisspasses.com )

Staying there

*The writer stayed at the Sporthotel Valsana, Arosa (00 41 81 378 6363; valsana.ch ). Doubles from Sfr380 (£231), half board.

*Tschuggen Grand Hotel and the Bergoase Spa: 00 41 81 378 9999; tschuggen.ch

More information

*00 41 81 378 7020; arosa.ch