Gudauri is a backcountry paradise with huge expanses of off-piste terrain, making it an irresistible magnet for free-ride skiers and boarders. As always, the risks are as acute as the rewards, so treat the backcountry with all due respect. When it goes wrong out there, it often stays wrong. There are mountain guides and it is a good idea to use one, or at the very least, talk to experienced locals, check your route and the avalanche risks before setting out, and never, ever go alone.
Gudauri is also a superb place to dip deep in your pockets and book a day (or week) heli-skiing. Heliksir operates out of Gudauri and offers skiers and snowboarders access to over 2000 kilometres of world-class backcountry where you can cut fresh tracks through deep powder, run after glorious run. They can tailor their trips to accommodate different ability levels, so you don't have to be a pro to go. On average, they claim to provide customers with around 3000 meters of vertical per day.