Snowpoint City and the routes around it in Pokemon Platinum.
I just really liked that area, it looked awesome to walk around in and I just generally love snowy places in games too
Came here to say it's hard to associate the word "best" with "snow/ice levels", and you reminded me exactly why. How someone can actually enjoy that part of the game is well beyond me, that stuff is disgustingly tedious.
I suppose the sixth world in Donkey Kong Country: Tropical Freeze would be my favorite. Kamui from Okami is a good mention too, but that area stands out mostly for the story and soundtrack, the gameplay is definitely made more annoying by the ice.