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.
But snow looks great! And ice pokemon are really cool! How can you not like snowy/icy areas in the pokemon games?