Make sure you've got a book or a magazine to while away the hours. Like coach travel, the rail journey to your ski resort could involve overnight travel. Wear something you're comfortable falling asleep in. Have something warm you can wear as well - your body temperature will drop once you nod off. I can recommend getting one of the shaped travel pillows you see advertised in the papers.
Pillows are usually either inflatable or filled with buckwheat husks.
They'll stop your head lolling about and give your neck some support. From experience, it's always a good idea to have enough funds with you to finance a change of plan if you miss your connection. These things do happen, and it's not something you can do a lot about. As a rough guide, the taki fare from Geneva station to Avoriaz a couple of years ago was 75 UK pounds. One member of the HFO researched this for us when his train from Paris was delayed by two hours and the minibus left without him.