If you're willing to catch a train out to the outskirts, Ochsner Sport have a ski/snowboard rental place out at Regensdorf.

Price-list and address on this PDF - sorry, looks like its just in German.
http://www.ochsnersport.ch/modules/h...ski_german.jpg

I used them last year for my season's snowboard rental, and got pretty decent service and advice from them, which was quite useful for me as a complete beginner.