At Lvl 4 take Phylactery of Kel'Thuzad for a nice little return to life whenever, which also gives 10% spell vamp at full stacks, if they have a lot of physical damage which is mainly represented by melee take Armor of the Archlich, it's a great get away active talent.
IF, the enemy has absorbs/shields, take Strip Shields, but only if you're comfortable landing it. The shield is nice but don't do too much.

At Lvl 10 take Frost Blast for easy engage/disengage on a very low cooldown, if they have easily sniped heroes or they stand still a lot, you can go for Shadow Fissure, but generally I'd recommend Frost Blast since it pairs really well with Death and Decay and will almost guarantee a kill.

At Lvl 13 take Icy Grasp if you took Frost Blast, it pairs well together, though if you're comfortable hitting your Chains, take Chain Link, if you took Shadow Fissure, take Chains of Ice, the 60% slow paired with a Frost Nova will guarantee a hit.

At Lvl 4 take Phylactery of Kel'Thuzad for a nice little return to life whenever, which also gives 10% spell vamp at full stacks, if they have a lot of physical damage which is mainly represented by melee take Armor of the Archlich, it's a great get away active talent.
IF, the enemy has absorbs/shields, take Strip Shields, but only if you're comfortable landing it. The shield is nice but don't do too much.

At Lvl 7 take Ice Cold if your team has a good amount of CC and you're confident hitting your skillshots. If not, take Chilling Touch for a nice AA you can have every 8 seconds, which will do insane amounts of damage once your initial CC 30 heroes quest is finished.

At Lvl 10 I'd suggest taking Shadow Fissure as this build makes it easy to hit, if you prefer Frost Blast that's fine as well, but itll mainly only be good if your team follows up.

At Lvl 20 upgrade whatever ultimate you took.

At Lvl 10 take whatever you prefer, though Frost Blast will make it easier to land your combos and bully the enemies.

At Lvl 16 take Hungering Cold if you took Frost Blast at Lvl 10, if you took Shadow Fissure or your team doesn't have a lot of root, take Power of Icecrown