Sit on the right hand side of the train, my friend has told me, as it’s the best place to catch the scenery as you pass Lake Geneva. Unfortunately the journey up to Gstaad has been shattered by an incident – death, I think – which has thrown Switzerland’s normally efficient transport into chaos.

By the time I’m winding my way up to the mountains it’s getting crepuscular. I’m sitting on the ‘Golden Pass Panoramic’ train, fitted with floor-to-ceiling windows which allow a traveller to be “at one with the landscape,” says the brochure. But my mole-like eyes strain to catch anything in the purpling evening. That is until I suddenly start to see these twinkling strings of light hanging in an inverted V-shape appearing all the way up the valley. They’re strangely beguiling. Are they Christmas lights or are they UFO landing strips? It’s not the end of the visions.

When the train pulls into Gstaad village I’m confronted by the incredible view of a castle high up on a hill, four baroque turrets illuminated by spotlights, flags flapping in the breeze. It’s the Palace Hotel, the centrepiece of Gstaad and it’s pretty awesome. The train chugs on as I stare back at this construction that makes the heart jump a little.

An hour later I arrive at Hamilton Lodge, an isolated drive up a snowy hill in a village called Zweisimmen, the furthest end of the Gstaad valley. The hotel staff get a shock to see me approaching out of the dark, wreathed in mists, all vampiric at this time of night. I get a shock when they tell me they are closed. They weren’t expecting me – some kind of mix-up, apparently. Luckily Tamara, the charming Dutch hotel manager, rustles me up a room extempore and the chef cooks me a dinner for one.

Hamilton Lodge is a spacious, wooden-timbered retreat with a cosy fireplace, bookshelves and mounted animal heads. It’s lovely, though being the only guest here I feel a bit like Jack Nicholson in The Shining let loose in an Alpine nuthouse. Peeking outside the window, I wonder how snowy it will be up on the hills tomorrow.

While the slopes in Zermatt, around two hours south of here are longer and more varied, Gstaad has its own 220km of white pistes – not including the Bernie Ecclestone-owned Glacier 3000, an 8.5km glacier slope set high in the mountains. The pistes are a mix of the easy, tended type and the wilder ones, including the 45-degree-gradient tiger run, the most threatening in the region. The only problem is that it has been a dry December – indeed, it’s actually the least snowfall for the month since 1864 and there’s no promise of anything.

I’m peering out of the window the next morning to check conditions. Sadly, it’s roasting. Not a flake of snow flutters in the sky nor rests on the ground. The air should be moist, the landscape deliquescent, but it’s dry as a desert. This is climate change in its starkest form and it stretches right across the Swiss and French Alps. I never thought I’d say it, but it’s a pain to see so much sun. Still, there are options. The aforementioned Glacier 3000 has numerous freeride areas while offering spectacular views of the Alps – and at 3,000m you’re guaranteed snow. Or, like me, you could try the easier slopes in Saanenmöser a bit further down the valley, shot out through the snow cannon.

I hop in a car with Kurt, my guide, and get ready to glide. The narrow piste is relatively free from people today and a good place for a rusty skier to get reacquainted with the white stuff. You get to see a variety of folk here – those skiing without helmets are the unusually rich, says Kurt, as a helmetless man whizzes past with his equally helmetless daughter.

I’m worked to the bone on the slopes. Like Peter Sellers’ Clouseau – who was a famous Gstaad resident – I’m making a mockery of myself as small kids swing gracefully around me like cygnets instinctively practised in their surroundings. Kurt watches me with clenched jaw. While many do of course come to Gstaad to ski, there are many other diversions here – you could, for example, go on a toboggan run, walk the 300km of mountain trails, or bike the 150km of hills. You could get a horse-drawn ride down to the beautiful frozen Lake Lauenen to ice skate. Or you could avoid winter sports altogether and simply wallow in the luxury of Gstaad village.

That’s where I’m headed post-ski. Going down the valley I notice a change in atmosphere. The air feels more rarefied. The people appear more decorous. The chalets are bigger, swankier. The main village thoroughfare, the promenade, comes into view with a row of luxury stores crouching lustily under wood chalet façades – Louis Vuitton, Hermes, Prada and Cartier – all shouting wealth. Then there’s that fairytale building, square and white up ahead on the hill, looking for all the world like a Barbie doll castle in the daylight.

In 1955, Gstaad passed a rule for all new construction to adhere to the local chalet style. It does, except the Palace which escaped this diktat since it was built 100 years ago. But I don’t think the normal rules would apply to it anyway. It is princely, classic, every bit fitting of its name.

The Palace is a little encapsulation of Gstaad. Walking along the village you’ll find an unusual place. There are the designer boutiques stuffed full of stingray leather wallets and jewelled jeans, but you’re also more than likely to come across a cow traipsing amiably through to pasture. It’s a world where traditional Swiss mountain life meets glamour. The thing with Gstaad is that all the glitz is wrapped up in an attitude of discretion. Yes, the heels clicking on the stones carry feet of uninsurable value. But they don’t want you to shout about it. Go to St Moritz if you want cupidity.

This old-school philosophy has a British hand in it. David Niven, Liz Taylor, Richard Burton and the aforementioned Peter Sellers were Gstaad residents. Roger Moore lived in Gstaad and his son Geoffrey is very much a face on the scene. And I learn that those chalet lights I saw on the way up here are called Julie Lämpli after long-term Gstaad resident Julie Andrews. She donated them to the whole village for 12 years on moving in here after deeming the chalets a little too glum for the Christmas season.

But it’s the Palace hotel that’s the centrepiece of the village; retiring back there I decide to do a bit of flaneuring. There are touches of glamorous history everywhere. It’s in the portraits of the stars hanging in the famous hotel lobby where many a princely chinwag has taken place. It’s in the tasselled brass keys they give you – no electronic keycards here. It’s in the tartan lift, the seventies tat and kitsch architecture of the hotel’s legendary GreenGo disco with its swimming pool and retractable dancefloor that featured in Seller’s Return of the Pink Panther (he falls in, of course). The hotel disco is pretty much the only one in town and the drinks are a minimum 35 Swiss francs, so make sure you don’t go wild.

While there’s not a huge après-ski scene in the village – most people go to bed early and set off to ski early – there are enough restaurants, saunas and lobby action to keep you entertained for days. And it’s not all about the Palace. The Alpina, on the hill opposite the Palace, opened four years ago and offers some state-of-the-art luxury and palate-addling restaurants. It also has an unbelievable, two-floored panorama suite with its own spa, kitchen and chef, (if you’ve got a spare 22,000 francs in your wallet for a night in high season). Further down the road there’s the Grand Bellevue, which offers six different saunas and steam baths as well as an ice grotto. You could also try the evanescent Iglu-Dorf igloo village in Saanenmöser with its exotic ice carvings.

It’s not obligatory to pay through the nose in Gstaad either. There are other fine hotels in the area like the three-star Spitzhorn, a proper ski stopover with modern, spotless and quirkily designed rooms, charging a fraction of the rates of the five-stars. The people who stay here are skiers-proper, heading out to the groomed slopes around Eggli and Wispile, the closest ski areas to Gstaad village, or a little further to 1,000m-plus wilder slopes around Rougemont. There’s even a youth hostel here now. Don’t count on a bunk-bed vacation, however – the food and drink prices are not cheap.

It seems that things are currently changing in Gstaad. The rich are becoming ever busier and visiting less. Some of the stars have left. Roger Moore’s gone. And you won’t see a manic Peter Sellers falling into the GreenGo pool again. The snows are coming later and disappearing earlier which is a squeeze on the ski season. Indeed, the place is now having to adapt to a more ruthless age of conservatism.

Heading back through the mountains on the glass train to Montreux I see those orange upside down-V lights again, fading into the distance and with them the charm of this old Swiss institution. My eyes squint to catch every single last one until they disappear into the night.

Getting there

Fly to Geneva and catch the train up or fly to Bern and catch the train down. The Golden Pass Panorama train runs from Montreux to Gstaad and Zweissimen – tickets can be purchased at the train office in Montreux. Or get the Swiss Travel Pass all-in-one ticket for unlimited rail, road and water travel. For an all-in-one solution contact a specialist travel agent like sno.co.uk to make all of your arrangements.