Box. Best way to go. Effectively my ski storage all winter. My '02 Thule Vision holds four pair easily, and a snowboard on top of them for long hauls. And that one isn't the biggest. As mentioned above, you can use the larger, higher profile boxes for bike transport in warm weather. Equipment is protected from all sorts of road grime and the elements. I'm always astounded when I see skis mounted on vertical racks behind Jeeps and some cars. You just spent big bucks on your new skis and bindings and that's how you treat them? Good god, man. I know, some of them want to say, ha, I'm cool and I'm going skiing! No, you're not. The uncoolest is the snowboarder driving the large SUV that has enough room inside for two families, but they put their naked board up on the roof. Really? We're not impressed.
Downside is raising the overall height of the vehicle to the level that makes it impossible to use most parking garages and car washes. Then you have to have a spot to store it all summer. You dont want that thing up there if you dont need it.
Very very secure, too. Out of sight and out of mind. I have heard of only one stolen, and that was downtown Brooklyn at night. They had to saw through the bars that held it. Mine would require a crowbar and serious, loud time to break into. Not worth the bother, and easily caught.
If you dont already have a base bar system, putting a new box up there will run you close to 900 bucks. Yeah, ouch. Look for closeouts on cosmetic damaged boxes. You'll scratch it anyway.