New York's Governor Averell Harriman, loading skis here in front of the Executive Mansion before a recent outing, is no casual skier. Indeed, he is the Empire State's No. 1 skier, as his official Imperial might indicate. Although he did not take up the sport until he was 45 (he is now 65), he has become an accomplished man on the slopes ("His Excellency," once intoned The New York Times, "traverses the courses in form rated extremely good"). "There is no finer sport," he says. "You can ski as soon as you can walk and keep skiing as long as you can walk." The Governor has run the slopes from Sun Valley, which he helped develop, to Moscow, where he skied on the hills from which Napoleon dourly watched the city burn. Harriman does not get in as much skiing as he would like these winters, since the snow falls when the legislative session does, but he is keenly interested in seeing that his constituents get skiing opportunities. He has said, albeit facetiously, that all new public schools should be built at the bottom of ski runs.