Several people mentioned that I might want to clarify that yes, in fact, there are several ski stations inside the Parc Mercantour for those who don't know. Auron, Isola 2000, and Valberg are perhaps the best known and most accessible. You can get weather, lodging, ski condition information, etc, directly for the three resorts from www.auron.com which has been updated this year.
So the 3 Vallees (Val Thorens, Courchevel, Meribel) is a larger resort and higher, and has three resorts that are connected. So why would you want to go to smaller, less high resorts near Nice?
Several reasons. Accessibility. The Parc Mercantour resorts are a bit more than an hour drive from Nice, with the exception of Isola 2000 which is a bit further. You can be up and out the door at 7 a.m., and skiing when everything opens at 9 a.m.
Trees. Auron and Valberg are both heavily forested, making for beautiful on and off piste skiing. Val Thorens is bigger, but...it's a big bowl. Rocks. No trees.
Fewer people. The 3 Vallees is now a huge magnet for vacationers coming from all over Europe, flying into Geneva or training into Moutiers or Albertville. And a lot of them only ski once or twice a year. So you are up there with the Audi crowd all trying to outdo each other.
Auron, since Nice is not exactly a ski destination, has more local people, and a higher percentage of people who ski a lot. Hence, fewer people overall, and better skiers.
If you are just going for a day, you also have the added bonus of ease of accessibility. If you are even just an OK skier, you can park and start at St. Etienne de Tinee with the Pinatelle telepherique. You don't have to go to Auron village and mingle with the masses. Park, 10 meters from your car is the caisse and telepherique. Could it be any easier?
There is a similar access for the 3 Vallees, but it is mostly useful if you are coming up from Lyon for the day. Longer drive, 2 hours each way, but you can easily do it and access the 3 Vallees by www.orelle.net which has a large parking area and is a bit further to the telepherique, about 100 meters.
Lastly, you will notice if you have skied both in the 3 Vallees and Auron that there is another big difference (advantage) that Auron has over the 3 Vallees. No advertising, anywhere on the slopes. If you are in the 3 Vallees you have a hard time escaping timeshare, private banking, and sportwear advertisement up the lifts, in the cabins, everywhere. In Auron...nada. The difference is ownership and operation. The 3 Vallees is privately run, whereas Auron is owned and operated the the Department (Alpes-Maritimes) and hence is an extension of the parc.