When deciding which airport to fly to for Alpe d'Huez, it's quite tricky. In other instances for French ski resorts, we have only one main recommendation: Geneva airport. The issue with airports for Alpe d'Huez is that both Grenoble Airport and Lyon Airport are far closer.
If you can get flights to Grenoble or Lyon, go for it, your transfers will be shorter and cheaper, which is usually the ideal scenario. But if you can't don't despair. Both these airports are usually much more expensive to fly into and have very limited capacity (if at all at certain times). Therefore, Geneva remains a very viable option, not least as the increased transfer costs are offset by generally cheaper flights.
Geneva is one of the busiest International airports giving good access to most of the nearby ski resorts and summer destinations, year round. One workaround to transfer issues is car hire, if you're comfortable driving in inclement conditions, in winter at least.
If you're wondering why we haven't covered Turin, Milan, or any other airports, it's because they just aren't recommended for flying to the French ski resorts... If you do end up there, you'll need to self-drive the rest of the way (and don't overlook some of the mountain-passes shown on apps/route-planners are shut in winter as they're snowed up, or will be closed due to snow!).