There are many frostlike looks in this game, but I think none is more upfront than the tier 3 Frostfire Regalia, formerly from Naxxaramas and now only obtainable from the Black Market Auction House. That means that this look will be expensive, each of the pieces will cost your at least 10k gold, but since it’s an auction, the price would go up as long as someone’s bidding for it. The brighter side of it, is that you’ll only need 4 pieces to mount this set: shoulders, chest, hands and belt. All the others will be hidden.
To match perfectly the transmog, I found the mythic version of the Spur of the Great Devourer. Which makes this set one of the hardest to fetch it all so far, since not only you’d have to spend a small fortune for the gear, the weapon is from mythic Gorefiend, on the (so far) top raid level of Hellfire Citadel. If you’re looking to get one of those, good luck, you’ll need!