Here's my first quick tryout for lightning. It's the thickest wire I have in my miniature tool box. I primed it white and dipped it into the Mig productions Acrylic Resin, like a nacho into a guacamola salsa. Mmmm....
Then I added some plastic spikes I made with the "heated plastic - tweezers" method. This time I tried not to superglue them on, but rather dipped them too (like sushi into soy sauce) into the resin and connected it to the main arc. I sticks well enough there (like spaghetti sauce on a new shirt) so the resin can dry. Plus of this method would be a completly clear finish, while superglue leaves marks (like wine on your favourite sofa).
When it's dry I want to make a colour layer with water effect. I would go for a blue tone. But if you prefer another colour tell me (soon) webmonkey.
@crystella: Your basecolour is already dark for an icy appearance... imho. Maybe you don't need to do dark washes, but highlight all the rest of the model instead? But it's hard to tell anything without seeing the current status.
P.S.: I guess I'm hungry....