Since you will need second element (at least!) in Hell anyway, why not use them both? :)
Anyway, my favorite (in 1.09) was Frozen Orb + Chain Lightning, but I'd also tried a lot of other combinations, and most of them worked pretty good. You can select any two skills from these list (should be from different trees), and with heavy investment into them (and corresponding mastery) you'll get
Frozen Orb or Blizzard
Firewall, Meteor or Hydra
Chain Lightning, Nova or Charged Bolt *)
*) CB, despite being lvl 1 skill, works pretty good, but only when you have enough +skill items.
Note that in 1.09 there were no reasons to put more than one point into Cold Mastery (at least, for PvM), so build with one skill from cold tree might be completed earlier. However, in 1.10 CM may lower target resistance below zero, and it's much more effective against resistant monsters, so you'll probably want to max it eventually as well.
And, of course, keep in mind that I listed only "mainstream" combinations. You can try more exotic variant build, but I wouldn't recommend them for your first sorceress.
EDIT: Forgot to mention - if you meant to play 1.09 and want to give Chain Lightning a try, CL didn't use Fast Cast but was affected by IAS on your weapon instead (so 4-shaeled Cho-Ko-Nu was the best weapon). This is changed in 1.10, though.
Anyway, my favorite (in 1.09) was Frozen Orb + Chain Lightning, but I'd also tried a lot of other combinations, and most of them worked pretty good. You can select any two skills from these list (should be from different trees), and with heavy investment into them (and corresponding mastery) you'll get
Frozen Orb or Blizzard
Firewall, Meteor or Hydra
Chain Lightning, Nova or Charged Bolt *)
*) CB, despite being lvl 1 skill, works pretty good, but only when you have enough +skill items.
Note that in 1.09 there were no reasons to put more than one point into Cold Mastery (at least, for PvM), so build with one skill from cold tree might be completed earlier. However, in 1.10 CM may lower target resistance below zero, and it's much more effective against resistant monsters, so you'll probably want to max it eventually as well.
And, of course, keep in mind that I listed only "mainstream" combinations. You can try more exotic variant build, but I wouldn't recommend them for your first sorceress.
EDIT: Forgot to mention - if you meant to play 1.09 and want to give Chain Lightning a try, CL didn't use Fast Cast but was affected by IAS on your weapon instead (so 4-shaeled Cho-Ko-Nu was the best weapon). This is changed in 1.10, though.