I'm still new to DF, sticking mostly to temperate or warm biomes, so I don't have any advice to offer about ice for the OP, but I figure I'll go ahead and contribute a few of my Megaproject ideas I'm planning on as I get used to the game.
Fortress name: Sandcage The Time-Keeper: The central feature the fortress is named after will be an enormous hourglass with cast obsidian caps, with a clear glass central body. Hexagonal base, 36 tiles from north to south (point to point). The caps will be 3 z-levels in height, 38 tiles from north to south.
One of the lower cap's levels will be carved into a grand obsidian dining hall with black bronze furniture. It will accessible by a central stairway from below, and green glass tubes leading into the six corners. The top cap will have a royal bedroom, throne room and dining hall for the monarch. Hanging from the royal cap will be a constructed tin room that will serve as a stockpile for lavish meals and the monarch's favorite booze. If that doesn't make him happy, there will be a black bronze lever encrusted with turquoise he can pull that will answer his complaints. The lower cap will have a constructed copper room for whatever.
Between the two, will be a clear glass stairway. Where the hourglass narrows in the center, the exterior will have a band of bronze wrapped around it. The fortress will only be accessible by going around the hourglass: A drawbridge for merchants on the left, and a collection of traps and marksdwarf fortifications for invaders on the right.
Sandcage will have some other easier features I hope will have some novelty:
1. The graffiti floor: A floor filled with 6x2 sections of wall that will be smoothed and then engraved by a single dwarf, probably recording the fortress's history. Access will be limited as most stairways will bypass it. I think I might hand someone the save file when the place inevitably falls to someone else to see if they can find the secret history of Sandcage. I might do something like designate one row of walls for engraving per year, possibly more for interesting times.
2. The workshop of The Master: Make a small, self-contained location for a legendary metalworker/weaponsmith/armorsmith and stock it with all the fortress's adamantine. It will be filled with masterwork adamantine equipment and stands.
3. The tomb of the Pretenders: Overly demanding nobles will have an alarming tendency to have their heredity questioned. They will be interred deep in the earth in the most ignoble of materials: Wood coffins. They might also find themselves surrounded by statues of the things they detested in life.
4. The mouth of the underworld: A hexagonal hole dug all the way to expose a section of an underground cavern to the sun, possibly covered with a clear glass ceiling.
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Incidentally, one question: Is it better to pour magma into water or water into magma? It's been a while since I've taken chemistry.