Per the whisky converation . . . well, no matter the whisky, or drink, or any beverage really, even sodas . . .
I highly recommend large cube trays. The greater volume of the cubes, with relatively smaller surface area, means that your drink stays cold with less melt. Works really great. I like to cut whisky with a bit of water, and I still do with these cubes. The "consistency" remains for a lot longer.
Almost forgot, but if you use either spring or filtered water, the cubes will come out clearer than with tap water. Well, at least for the tap water in most places.
There are many types, even spherical ones, or rods to put in sport water bottles, and I've heard of super fancy stuff in Vegas using some ridiculous technique, but these are what I use:
http://www.amazon.com/Tovolo-King-Cube-Silicone-Tray/dp/B00395FHRO/ref=sr_1_1?s=home-garden&ie=UTF8&qid=1291855998&sr=1-1