I've had the pleasure of doing some heli skiing, cat skiing, and patrolled for a few years at Marmot. Ski pretty good and have been sledding for several years now too.
Sledding is hands down the more physically draining sport, especially when the snow gets deep and you get stuck on a couple of occasions. Or you help to dig out a buddy.... Skiing/snowboarding requires more agility, rhythm, athletic ability - but is not as tough on the body.
Training program for sledding = put on full gear, take weights into shower, turn tap to luke cold, do squats till exhaustion - repeat.
Tough to beat a clear blue sky day in the mountains, with 2' of fresh snow.