The latest Star Wars Battlefront Hoth stages look amazing, especially the ice in the caves.
But my all-time favorite snow/ice environments are from the original Donkey Kong Country.
Just the whole atmosphere sucks you in, and I love how the stage changes the further you go along. I was blown away by this back on my SNES.
Also Phendrana Drifts in Metroid Prime is excellent and I love the music.