There are a couple of ski racks for snowmobiles out there, but most are too expensive or require the skills and tools of a blacksmith. Seriously, I'm not going to pay $300 for a simple contraption that allows me to strap skis to my sled.
Here is a really easy and cheap way to make a durable and sturdy rack that can carry at least two sets of skis, all for under $35 dollars. The best thing is you only drill four tiny holes into your sled and the rack can be removed and reattached whenever you please. This rack is really simple and leaves a lot of room for you to make your own modifications.