challengerx, my wife and I have a second home in Cooke City, Montana. This is one of the premier sledding areas in the nation (Yamaha does their brochure picture shoots here) and many flatlanders come there to do high-altitude mountain sledding. "High-marking" is popular, where people see how far up the slope they can get. People die there too-avalanches are common.
My wife and I both had our first sled experiences here. My wife is a warm-weather girl (born and raised in Pasadena,CA) and I was leary of her going out in the cold. She spent the day (5 degrees F) riding around at 10,000 feet elevation, and loved it.
We are seldom there in the snow, though. But sledding is a blast. I rented a 700 Yamaha for my kids, and instructed them in basic safety, namely go slow and stay on the ground. They are experienced dirt bikers, and I told them "Riding a sled is similar to a bike in that, once you leave the ground, your chances of getting hurt go up radically". "No problem, dad". A couple of days later I notice my son coming out of the shower with a grapefruit-size bruise on the inside of his thigh. "What happened to you". "Well, I went off a jump on the sled and crashed".
What do dads know anyway.