AND in Yellowstone/Jackson it can be -40*!!
I think a bit more of a resort with dining opportunities such as you would have at Vail, or a more picturesque Breckenridge could be more satisfying for a honeymoon. Some shopping, etc. would be nice. I know Jackson has this but I also am quite sure it would be more expensive to fly in there, even from Dallas.
There is good cross country skiing near Keystone (and probably everywhere else).

Consider Vancouver and Whistler. The Fairmont Chateau Whistler looks very romantic. Bed and Breakfast package $450 night. We also love the dining, shopping and site seeing options in Vancouver (Stanley Park, Aquarium). And it would be a little different, special.

From what I saw at the Olympics I'll bet it IS special!! Great idea.