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What you need
First off your mage should be level 21 minimum to kill anything while aoe grinding, this is because you need at least 2 points in imp blizzard to kite mobs around. I suggest starting at level 28 because 21 is very hard but possible.
Talents
Next you need to now how to spec your mage this build is a full level 40 frost aoe build with all the talents correctly placed. http://www.wowhead.com/?talent=RZZVhMIRf0sbo
Notes on the build:
-2/3 imp blizzard is CORRECT, the reason is it will overlap your cone of cold slow effect so I highly recommend for beginners to only put in 2/3
-Imp cone of cold is needed because this will be a major spell you use while killing and the 35% damage increase is extremely helpful.
-Ice barrier is an awesome ability for pulling mobs before you get this spell you receive most of your damage on the pull and can sometimes even die on a pull, ice barrier+mount makes a pull a piece of cake.
-Frostbite is a big no no for aoe grinding, lets say you pull a big group and start launching blizzard on them then half of the mobs get a frostbite on them and the other half are still coming at you now your screwed. It messes up your whole rhythm when grinding and makes it almost impossible.
-After 40 it really doesn't matter where you go, arctic winds is nice but its not required. Just don't go 3/3 blizzard or frostbite and you'll be fine.
The Gear
Intellect and Stamina are all you need, look for "of the eagle gear" on the Ah and you'll be fine. A lil +frost dmg gear doesn't hurt especially after this next patch.
Combat
Ok, this is what you should do to aoe grind the heck out of zones and have fun doing it
Before you pull you have to do some things to make the fight a success or failure.
-If you can set your key bindings to Blizzard, Cone of Cold, Frost Nova, Ice Barrier, Arcane Explosion (Personally I bind everything but blizzard for some reason I can't get used to the hitting the key then moving the circle.)
-Clear out patrols this is very important if it attacks you in the middle of combat your a goner.
-Imagine a kill zone and a path you will take during the fight. Also pick out the mobs you want to pull and where to take them. Just try picture what will happen during the fight in your head
The Fight
-Cast Ice barrier if you can
-Mount if you can
-go towards the mobs and follow the path you thought of
-run in a circle to tighten the groups up to prepare for cone of cold cast
-dismount if you are mounted.
-Cast cone of cold at the mobs try to hit all of them.
-Frost Nova
-Run to max range and turn as quickly as possible towards the mob then cast a blizzard. After the mobs run through the first circle unleash a second blizzard even if the first one is not finished.
-After the second one the mobs should be close enough for a second cone of cold
-Now if you slowed the mobs down enough, the cooldown on frost nova should be up but if not just run around and for it to be ready. They can't hit you cause the cone of cold slow effect. Make sure you keep them packed together.
-Frost Nova
-Cast another blizzard and depending on your hp and mana you could either run in and do a CoC/arcane explosion or cast a 4th blizzard.
Tips:
The biggest tip I can give is don't give up, YOU WILL DIE A LOT I did and everyone new to aoe grinding does, but it works after you do it 100 times.
Below 40 is hard but you can still grind efficiently. The biggest problem I had was on the pull I was almost down to 10% hp. The thing is after the pull you shouldn't be getting hit at all. I see alot of people running in the middle of mobs to cone of cold them or frost nova them. The range on these spells is increased tremendously with talents and I swear some of my frost novas were hitting at 8 yards away. Also you try using a mana shield on the pull before you get ice barrier but i never did because I was in mostly eagle gear.
Many people do not like using ice armor while aoe grinding they say it messes up your rhyme and they are right but before 40 i say use it. While rounding up mobs its useful for its slow effect that gives you time to group them all together. It also procs on almost every hit so I think you can use it. After 40 I never even get hit so it doesn't really matter.
Also this is going mostly to below 40s. You are allowed to skip that first cone of cold cast and just frost nova and blizzard if you are getting beaten on to bad.
Start small, pull 1 mob and see if the aoe damage you put out will kill it. Try to grind on mobs lower then you it makes it easier and you can pull a lot.
Blink only when you have to, like when your going back for a blizzard and you get dazed. Mana is essential and you need store as much as you can.
I move with the mouse and it seems to make it easier.
Spots
wike spots
http://www.wowwiki.com/Mage_Aoe_Locations
if you have more post them and I'll add.
I didn't take much time to right this guide so it might suck lol but the content is right