This is the result of my appreciation for glacier sites, and sitting up all night figuring out a way to produce water in such a location.
So here's the idea: Embark on a glacier site, preferably a completely flat area of
land ice. Build an entire fortress out of ice. And i don't mean build in the traditional sense, i mean
cast a huge fortress out of ice, like you would with obsidian. Mine and smooth out all the rooms. Engrave to taste. Fill in all temporary dwellings/storage areas once finished and move everything into the ice palace.
Requirements: Magma, strangely enough. You'll need it to produce water and keep it liquid until it is where you want it.
Lots of initial building materials for all the scaffolding.
A 'not-too-cold' temperature so that merchants don't die on arriving at your depot. It is also required for your dwarves to accept rooms in the ice fortress.
Bonus points for: Having an aquifer. They're really hard to find in glaciers.
Making all the furniture ('cept beds) out of microcline. Major mucho bonus points for making all the furniture out of clear glass.
Guard polar bears. More points for breeding them and making all your clothes out of polar bear leather/fur (when fur is in).
Bulding giant statues to guard the gates out of ice. Bonus bonus points for casting them out of ice instead.
Smoothing out a 'road' on the glacier leading to the fortress entrance, more for lining it with something made out of ice. Particularly for cast pillars of ice that have been smoothed and engraved.
Having a defensive measure that involves freezing attackers.
Having a defensive measure that involves dropping cast blocks of ice on attackers' heads.
Capturing enemies in cage traps, taking their armor/weapons and freezing them (not in their cage) in a block of ice in a large gallery made specifically for this purpose. Major mucho bonus points if you engrave the resultant pillars and savescum until each pillar has an engraving depicting that particular goblin's death.
Having a Queen rule your civ and having her move to your ice fortress. If she has an ice/cold related name you must be cheating somehow. Please let me know how.
Having something ice/cold related as your local symbol.