The X3 is really a great car, especially with the manual transmission. The body style seemed a little odd at first, but it really grew on me. We sold ours as we wanted something newer and didn't need the size, but we really, really miss it. I'm picking up a newer 335i tomorrow, and I think that will help a lot... All that said, I don't think the X3 will do any better with carrying skis inside. I think the rear space is only an inch or two longer than a sedan.
Maybe I'm a dork, but I think rocket boxes look pretty cool.
After selling the X3, our new skiing vehicle is a Sienna AWD minivan. It sure isn't as much fun to drive, but having the space to move around and get all your gear ready is fantastic. It doesn't sound like getting two young kids changed into gear is part of your needs, however.