(Please note that the recommendations below are largely made for in-game play. A Glaceon in a competitive environment will likely make use of different moves to accommodate for smarter, more adaptive opponents. Got a different Glaceon build in mind? Heave it into the comments for all to see.)
Ahh, you pesky Eeveevolutions. To transform your Eevee into a Glaceon you'll have to hunt down an icy stone, which, in Pokémon X and Y, is on the bottom floor of Frost Cavern. Level your Eevee at least once near this stone and it will transform into a Glaceon.
Fighting, Fire, Rock, Steel.
Glaceon has the stats of a somewhat mean wall. Special Attack is its standout stat at 130, with Defense trailing a little behind and Special Defense in third. All three are well above average. The rest fall below the average line, which, in the case of HP, can be a bit troublesome for survivability.
Snow Cloak: The pokemon's evasiveness is raised in a hailstorm. Since Glaceon is naturally immune to the effects of hail, this ain't a terrible ability... though I prefer the alternative.
Ice Body: The pokémon recovers a small portion of its HP during a hailstorm. Evasiveness is unreliable; HP restoration is not. Ice Body is the way to go. This is a hidden ability.
The average Glaceon will be a fairly standard wall. Start off by giving it everyone's favourite ice-type move, Ice Beam, which will do significant amounts of damage with STAB backup. Pile on any other moves you think will do well for your team - Shadow Ball, Hidden Power, Hyper Beam - and, if you yearn for increased survivability, toss in Hail. Should Hail be on the list, swap Blizzard in for Ice Beam to do greater damage with 100% accuracy. Your Glaceon is ready to go. Make sure you bolster this build with Leftovers to work alongside Hail and Ice Body.
Thanks to its defensive capabilities, Glaceon has the potential to be a Baton Passer as well. Not an amazing Baton Passer, but decent. You can either breed it to learn Curse, which is advisable for offensive duties, or stick with the naturally-learned Barrier instead and focus more on boosting Glaceon's Defense. Couple this with a single STAB move and Hail (the former should be Blizzard if you opt for Hail). This build does relatively well with Mirror Coat, too, if you think you can predict your opponent's attacks to a reasonable degree.
EV / Super Training
I tend to prize survivability over outright speed, so I suggest working on your Glaceon's lacklustre HP first and foremost. It never has to worry about quadruple weaknesses, so surviving super effective attacks is much less troublesome if you've got a lot of HP. Drop the remainder of the EVs into Special Attack to boost killing capacity and you're golden. Conversely, a support-based Glaceon will do better with a mixture of HP and Defense / Special Defense; in this generation you seem more likely to come across physical attacks in Glaceon's weakness cateogores, so tend more towards Defense.
Catching a Glaceon
Want Glaceon? Need Eevee. This tiny canine is found only one place in Pokémon X and Y (aside from the odd Friend Safari), and that's on Route 10. Wander north of Cyllage City and you'll find plenty of menhir fields. Cast about in the yellow flowers here and you will eventually find an Eevee.