Approach by skiing the La Luz from the summit house. You'll have to hike back up unless you get a great snow year.
Fun approach to pick your way down from the crest, past the Y, and make your way to the talus fields. The last long talus field is the Thena Chute (right next to the Thumb). Hike up and ski down. I usually do this run the last and cover the other shots on the way down. Steeper at the top, then lays down to really mellow skiing. Watch for femorals and wait for the snow to be set up.
History & Background
94 Rock used to joke about "sending the Texans to ski on the West Face of the Sandias" (likely to kill em' off). But the best skiing really is on the West Face, so I'm not sure it's a good idea to be directing people to the best stash close to ABQ.