I've started a frostheart - I'd recommend NOT sticking the tail on when you're assembling as it's tricky getting to the feet if you do. The tail on mine is a pretty snug fit, so I might not glue it in at all when I'm done.
Drybrushing is the ay to go for the snowflakes, for sure, unless you have about a decade spare to paint them individually
Other than that, it's going to be be a case of slow transitions of colour with the blending.
Here's my progress so far:
http://www.dakkadakka.com/dakkaforum/posts/list/1770/269370.page
If you like the colour scheme on the box, I think I'd start off with a dark blue basecoat over the lot, and then slowly work y way up to the brighter colours. If you have the HElf Army Book, there's actually a really nice image of one in there that's really dark blue all over with some bright spots of turquoise on the wings which is an unusual look.