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If you should find yourself in a dark labyrinth lit only by bare light bulbs with names scrawled on the walls – including some famous ones – feeling a little light-headed, don’t worry, you’re not in a hostage situation. You’ve been allowed to taste some of the 20,000 very fine wines in the hallowed space of the secret wine cellar underneath one of the smartest, coolest, most famous hotels in America. Lucky you!

The smart, cool, famous hotel in question is The Little Nell, the only five-star hotel in the equally smart, cool and famous ski resort of Aspen in Colorado. What sets Aspen apart from other ski resorts is that it’s not a ski resort. It’s a real town – once a successful silver mine, which would explain the tradition of money – with fancy shops (we got roped into a party at Louboutin somehow), an international-level contemporary art gallery that looks like a big bird’s nest and rich people. Lots of them.

People so rich that they don’t even bother to ski: they just come for the society and the soirees and – during Gay Ski Week, the oldest and smartest and coolest and most famous in America – to see go-go boys dancing in the snow, drag queens and topless men ski down the mountain for charity and join the White Party, the Pool Party, the endless après-ski parties. And to enjoy dinners and secret wine parties at The Little Nell, which you can do year-round.

But don’t think that means The Little Nell is a showy, glammy, in-your-face kind of place. This is a strictly stealth-wealth situation, something insiders call The Aspen of Aspen. Mind you, the art by major international artists on the walls of the main restaurant, Element 47, a deliciously low-key fine-dining experience, might give the game away a little bit.

With its low ceilings, ceiling-high wine cases and, round the corner, a spot called The Living Room with sofas and fireplaces, Element 47 is the last word in contemporary-cosy, a term we have invented ourselves. The food? Well you don’t get Five-Star, Five-Diamond rankings for nothing. And the wine you choose from the 20,000 bottles you’ve already had a peek at downstairs, some so expensive it makes you nervous to walk past them.

Upstairs, the contemporary-cosy continues, though by ‘cosy’ don’t think we’re talking ‘small’. Suites are spacious (we thought of Airbnb-ing our walk-in wardrobe) with open fires, white walls, grey throws and views out onto Aspen Mountain (yes, it’s a ski in/ski out situation, of course it is!), Red Mountain and the Continental Divide. The rooms and junior suites have been recently re-done by Champalimaud Design, the New York-based firm to match the contemporary-cosy suites by Holly Hunt, not the actress but the Chicago design firm. And you can even bring your dog, if you have a US-based dog that needs a luxury break.

But you really should try and draw yourself away from the three bars, one of which becomes gay during Gay Ski Week, and the fitness centre and the massages in the spa and the roaring fires and the fine-dining and the little boutiques and the 20,000 bottles of wine. You may be in the best of Aspen, but you don’t want to miss out on the rest of Aspen.

For anyone used to skiing in Europe, this is next level. No crowds, easy access to mountains and great skiing even for absolute beginners: one of our party had never put a ski on his foot in his life, and yet by the end of the day he made it down a whole mountain – Snowmass – without a guide or an instructor, it’s that safe. And beautiful! You’re coming down a real mountain with trees and tracks and views like you wouldn’t believe… and so few people, you feel like you’re on your own, even during Gay Ski Week.

The only dilemma is, towards the end of a day of skiing, the call of the après-ski becomes hard to resist, especially during Gay Ski Week when you know the go-gos are go-going in roof parties and international jewellery designers are swanning around in rocks as big as eyeballs and transsexual superstars are done up as Wonder Woman and some of RuPaul’s Drag Race stars have been flown in to up the ante. Not that the ante needs much upping in Aspen – not ever! – you understand.