Ice Shard
Pros
Always goes first
Gets STAB
Can win a game
Covers Dragons and Lando-T pretty well
Cons
Not enough power
Pretty much useless against Ice-type switch ins with that base power
Freeze Dry
Pros
Super-effective against water types (x4 against Swampert)
Higher base power
With STAB, it goes up to a decent base 105
Cons
Against a special wall, Glalie won't do anything with those EVs
Can cost you the game. Glalie doesn't have the greatest speed
Ice Beam outclasses by far
Yep. So use Ice beam.
Hope this helps!
-It's a secret!