On downhill terrain, Nordic rigs aren't as powerful or responsive as fixed-heel alpine gear or snowboards, however, they perform much better going uphill (that is to say, you don't have to carry them).
What kind of Nordic ski set you buy depends entirely on what you want to do. Light, cross country ski gear is suitable only for groomed trails. That doesn't necessarily imply casual skiing, because cross-country becomes highly aerobic and technical once you've developed the technique.
For off-trail use, the skis and bindings become progressively beefier, more expensive, and suited to a wider range of conditions. In the middle of the range are touring skis. A set of these will be fairly wide, with some sidecut and metal edges. Typically they are worn with single-layer, leather boots and three-pin bindings.
For much steeper, more difficult terrain, most skiers opt for a beefier set of telemark skis. These don't differ much from alpine skis in construction (though you'd use a pair shorter than your alpine set)--full-length metal edges, pronounced side cut and carve-friendly camber. Typically skiers use much heavier double boots with plastic shell and a cable binding. These transfer power much more efficiently.
The final option here is randonee gear, a fairly new but increasingly popular and sophisticated style. Randonee boots are made of stiff plastic like an alpine ski boot. When climbing, the heel clicks free allowing you to ascend. When on downhills, however, you can lock the heel in place for parallel turns. The downsides to randonee gear include expense, weight and stiffness.
A word on avalanche training. Once you commit to making the leap from relatively flat parks or groomed skiing areas, you need to seek avalanche classes and acquire specialized gear. The art of evaluating a snow slope's likelihood of sliding is complex and highly approximate. You take your life into your own hands when you venture into the uncontrolled backcountry without training or experienced partners.
Hut to Hut
With these you have all the commitment and travel of a self-supported snow backpacking trip, but without having to haul quite as much gear. On these trips you ski or snowshoe on a fixed route between a series of huts or yurts. These facilities are often stocked with food, fuel and sleeping bags (though this varies). You carry your personal clothes and any safety gear you need
Anytime you head off into the backcountry, whether there's a stocked yurt or a four-star hotel at the end of your day skiing, you must be prepared for things to go awry. Here's a bare bones list of what this means: shovel, first aid kit, waterproof matches, candle, avalanche beacon, map, compass, stove and fuel, headlamp, spare batteries, water in an insulated bottle and plenty of extra, dry clothes.
Obviously, being able to analyze avalanche conditions is as crucial here as with day trips, though complicated somewhat because you may not have access to up-to-date weather reports (taking a weather-band radio can solve this assuming the batteries hold up).
Down gear. For any kind of backcountry overnight trip, down insulation becomes worth its weight in gold. For day trips, fleece will suffice--most of the time you are active and in daylight. But anyone who's stopped at a yurt, snow cave, or other winter encampment as the long winter night settles in will appreciate down.
Like fleece, down insulates extraordinarily well for its weight. Unlike fleece, it does not handle water well at all. A wet down garment is heavy and virtually useless. This makes it most appropriate for cold weather trips where the water in your environment occurs most likely in ice or snow form.