For most skiers, impact shorts are the best choice. They're full compression shorts with built-in padding that covers your hips, tailbone, and often your thighs too — all in one piece that stays securely in place. Unlike wrap belts or strap-on pads that can shift around during a fall, impact shorts move with your body so the padding is exactly where you need it when you hit the snow.
The main trade-off is warmth. Since they cover more area and fit snugly, impact shorts can feel hot under already-insulated ski pants. If you tend to run warm or ski in milder conditions, look for pairs with moisture-wicking fabrics and ventilation zones. On the flip side, that extra layer can actually be welcome on cold days.
Impact shorts are especially worth it if you're a beginner still taking a lot of falls, an older skier concerned about hip fractures, or anyone who wants set-it-and-forget-it protection without fiddling with pads that might slip out of position during the day.