They say that all racks are created equal, but it's simply not true. You can go low-profile, high-rise, low-fi or high-tech, depending on how much you want to spend and how much patience you have to install the sucker.
Back in the day, we'd strap a ski rack onto our Buick Skylark's rain gutters (it cost about 20 bucks, ripped the hell out of our car's roof and the skis would pop off at least once a season). That simply doesn't work anymore. In this modern age of the outdoor technocratti, you gotta have a Yakima or a Thule. But it's gonna cost ya.
For starters, you have to have the towers, locks and rails. The big-two of car rack manufacturers -- free-economy my ass -- sell these separately so you can spend more money (and rip your knuckles open during installation). Thule towers generally get better reviews. But, essentially, the only difference is that Thule bars are square, while Yakima's are round. All those after-market products -- the ski racks, bike towers and rocket boxes -- will fit with either, though it's best to stick with one brand for visual appeal and better integration.
Once you've got your towers built, you'll need to add the actual racks themselves. The low-profile Yakima Fatcat 6 is one of the best on the market. It fits six super-sized skis (or four snowboards), and has an integrated lift, so you can prop up those high-rise bindings. In a rare fit of corporate munificence, the rack even comes with integrated locks. Aren't they kind!
Thule's ski racks are much higher profile. But if you have factory rails already on your car, you can sling down $230 for the 5401 Snowcat, which straps direct to your rails without the need for a tower. Given that you're likely to spend a good $400 to $600 on a complete rack system, this isn't a bad option.
To save some cash, consider the cheaper -- and cheaply made -- Inno Nexess, which runs just 80 bucks. Cheaper still are the foam Riverside Carriers at just $60. And, if all else fails, grab some bungie cords, strap 'em on, and head up the hill.