I'd go mainly offensive, I found that when levelling a mage's main strength is killing mobs before they even reach you (especially with frost, slowing them) so I found dps improvements much more effective early on rather than armor improvements.
I would spend my first 5 talent points in Improved Frostbolt, without a doubt. A much faster main nuke will improve your dps by a huge amount. After that, I'd probably choose Icy Shards, although alternatively you could get Frostbite and Improved Frost Nova instead.
After you've spent 10 points I'd definitely invest your 11th point into Icy Veins, if a higher level mob does reach you and starts beating on you, you can hit icy veins and cast uninterrupted which can make the difference between life and death.
Now go back and spend your next five points in whichever one you didn't get before (either Icy Shards, or Frostbite and Improved Frost Nova). This will unlock the fourth tier of talents for you - now you can get shatter! Hello awesome shatter combo crits. This is the single biggest strength of the frost mage class.
After that you can pretty much choose as you like (you'll be over level 30 by then anyway) but I'd go for Piercing Ice, Arctic Reach, and Cold Snap. Then you have Winter's Chill, Ice Barrier, and so on.. depends how many points you want to spend in the tree (I'd recommend at least 44, which gives you the Frost Elemental, and also leaves 17 points you can spend in the arcane tree for Improved Counterspell (these would be the last 17 points I'd spend).
Here's an example of how you may want to spend them:
WorldofWarcraft.com -> Info -> Classes -> Mage -> Talent Calculator
If you have any questions feel free to ask
