I've offered a few previous lists (here, here, and here, which you don't have to click on if you don't want to because I've listed everything at the end), but here are some more additions for those, who, like me, are dreaming of winter in a stifling hot house.
I can't believe I haven't yet mentioned The Left Hand of Darkness, by Ursula Le Guin, before--it is set on a planet named Winter, and it is just about the coldest book I know. It's also about what happens when people have no fixed gender, and it's also about politics and anthropology and friendship, which is all to the good.
I just finished Impulse, by Steven Gould, which is a pleasantly wintry book--after all, the teenaged protagonist, Cent (short for Millicent) realizes she has the ability to teleport when she's about to be slammed by an avalanche. She's never, perhaps, quite sufficiently cold, but there's lots of snowboarding. (I enjoyed it to a certain extent, but Cent is rather too wonderful what with her abilities and her crusades for justice, and it got a bit tiresome).
Wintersmith, by Terry Pratchett. This is the third book about the young witch, Tiffany Aching, and, as the title suggests, lots and lots of nice, cold winter! Tiffany finds herself taking an all too active role in the balance between winter and summer, when she joins in an ancient dance and the Wintersmith falls in love with her...Hogswatch is of course wintry, and The Fifth Element has a nice bit of frisking around in mortal peril in the snow, but I think Wintersmith is the coldest of the Discworld books.
And speaking of series-es, The Silver Chair, by C.S. Lewis, is the coldest and dampest and coolingly darkest of all the Narnia books--some very nice slogging through cold wind and snow, and a lovely snowball fight at the end. (I don't count The Lion, the Witch and the Wardrobe as a truly cold book, because although it begins with beautiful snowy-ness, it gets warm halfway through).
There are two nicely snowy books that I read for the Cybils last year--The Ice Castle, by Pendred Noyce, and The Icarus Project, by Laura Quimby.
The Icarus Project is a mix of science and fantasy, and tells about what happens when a young teen joins her father on an expediction to the Arctic, to investigate a mysterious discovery. Cold weather gear is a must for this sort of expedition, and the killing cold does not disappoint! I never ended up reviewing this one, but my co-panelist Melissa did, at Book Nut. In any event, this would be a very good one to give the scientifically minded older middle grade reader who likes speculative fiction.
In The Ice Castle, three children have adventures in a cold, cold land where your social status depends on your ability to sing--it's full of music and interesting world building and snow. A tad too pointedly wedded to its central conceit of a society structured by music, perhaps, but a fine read.
And here are the books I mentioned in my previous Cold Reads posts (but if you want my opinion, you'll have to click through the links up at the top):
The Ice Dragon, by George R.R. Martin
Odd and the Frost Giants, by Neil Gaiman
Moominland Midwinter, by Tove Jansson
The Last Polar Bears, written and illustrated by Harry Horse
The Wolves of Willoughby Chase, by Joan Aiken
The Snow-Walker Trilogy, by Catherine Fisher
The Owl Keeper, by Christine Brodien-Jones
Winter Rose, by Patricia McKillip
Breadcrumbs, by Anne Ursu
Witchlander, by Lena Coakley
Icefall, by Matthew Kirby
The Snowstorm, by Beryl Nethercliff
Winterling, by Sarah Prineas
City of Ice, by Laurence Yep
The Crowfield Curse, by Pat Walsh
Cold Magic, by Kate Elliot
The Toymaker, by Jeremy de Quidt