I'm in the process of painting up my Harald Deathwolf mini (using the Canis model) and whipped out the camera for some quick step-by-steps, the first of which being a 3 step Frostblade.
The blade has been based Boltgun Metal (I left the blade portion unwashed, unlike the rest of the haft).
Step 1: Skull White

What you see above is the result of two to three light drybrushes of white. I'm going for a frosted look, due to the name of the weapon, so the drybrushes are very light.
I do want there to be a bluish hue, despite that I know that frosted metal doesn't necessarily take on a blue color in real life.
Step 2: Asurmen Blue

Unlike with the method I use in standard power weapons, I do not dowse/flood the blade. The application is light; enough to make it blue and fill in cracks/crevices.
Step 3: Skull White

To finish off, I apply one or two more light drybrushes of white. This should be even lighter than the first step, like "dusting" the blade. I normally don't drybrush after a wash, as it tends to look grainy, but in this case I
want that grainy look.
Tell me what you think. Do you have a method you like to depict Frostblades? Toss it in the comments, and I might post a link to it. :)