Besides sneaking on the hill, building a setup, or risking getting prosecuted for trespassing on a urban feature, Skate parks are an awesome way to practice throwing down for free.
Its early in the season in Alberta, and the ski hills are just opening up, instead of paying an outrageous price to go hit their crappy pre-season mini park featuring a turbo tube and a ride on shotgun rail, me and my buds went to the local skate park, shovelled some snow, and made our own personal park. You won't get booted, its free, and you don't have to weld it yourself.
We are too broke for a Bungee, so we hauled a picnic table and some pallets to the park and drop in off them. Or if your skate park has a nice large bank before the rail, you can get speed from that. Or you can always shovel snow to make a drop in but that is time consuming.
Condense the snow around the rail and BAM! Your own personal jib. Now you can practice your rail tricks to your hearts content, without having to pickup a screwdriver and a welding machine. As for the concrete, shovel all the available snow to your area and spray with water to create a nice snow base to ski on worry free.
I'm interested to hear how you get your skiing fix when you can't make it to the hills. Post your personal set ups or urban locations, as well as your other urban skiing ideas below!