I saw Gudauri in summer when I was going to Kazbegi in Khevi, on the other side of the Cross Pass. I wasn't very attracted by the charmless, anarchic modern constructions which make up the ski station.
But when I went back in the snow I was very quickly reconciled to the "setting" of the station! After the first chairlift I forgot about the station, which isn't really a town or a village, and was simply amazed by the spectacle before me.
Gudauri's slopes are steep and interesting, as good as Alpe Huez or Ischgl. And the constant panorama onto the highest summits of the Central Caucasus, especially Kazbek (5,047 metres), and over the whole of the mountain chain were jaw dropping.. The technical quality of the ski station, which was built by Austrian experts, is astonishing for this part of the world. So it's clear that you can have a really great time on a purely sporting level whilst being surrounded by the most sensational landscapes of the Caucasus.