for beginners you can't beat Livigno. Its high up so you should get good snow all season. Its duty free so going boozing is relatively cheap compared to France. There is a good selection of stuff to ride for the beginner. Instructors are good. Down side is long transfare and if theres advanced boarders in your group there a little bit restricted unless they love to spend the day in the park. My first 5 boarding trips were to Livigno and it was great. Tried Andora and it was a bit crap too many annoying English heads there.
Avoid Meribel there is great deals there at the moment its fine for skiing but crap for boarding. Went there once and never again.
Last couple of trips have been to Alp D'huez which has been great but seems a little bit restricted for beginners as the nursery slopes are grand but there is little between them and the deadly stuff. I thought Livigno was better for progressing as a begginer.
Livigno is fine for beginners but as said, boring as **** for anyone else. The 5 hour transfer time is pretty awful and from what I can remember it's pretty smokey aswell.
Andorra is generally the cheap way to go but you usually get what you pay for. However I was in pas de la casa last year for a few days and was very surprised with how nice it was. Way better than the other Andorran resorts I've been to.
I've heard good things about the three valleys in france, both the largest and the highests set of resorts in europe, however also one of the most expensive.
I'm only back from st anton in Austria yesterday and had great time. As you say theres no smoking ban however I never came home and smelled smoke off my clothes so it's not that bad. The apres ski there is insane, and if you avoid the packages deals and sort stuff yourself you can get there for reasonably cheap. I got flights to zurich and then the train down right into the resort for €200 and an apartment 2 mins walk from the lifts set me back €350.
Btw If you want to save some cash I have an old board and bindings that you can borrow. It's a 5 year old mid level 158cm, perfect for a beginner. Loaned it to a beginner this week in st Anton and he had no problems with it.
Couple of other thing's I'd advise. Get a good pair of wrist guards. 80% of injuries too new snowboarders are broken wrists. Normal wrist guards generally aren't good enough, check out
http://www.ski-injury.com/prevention/wrist_guards
Also not a must but your body will thank you for it. A cheap pair of knee pads and a tail bone bad will save you a lot of pain.