One science project that the students might enjoy is boiling ice. Set up a pot of water and bring it to a boil over a stove or a Bunsen burner. Then, place icicles into the boiling water. The water will stop boiling right away. Explain to the students that they just witnessed the Second Law of Thermodynamics. According to Tom Robinson, author of "The Everything Kids' Science Experiments Book," the Second Law of Thermodynamics means that the heat from the burner or flame targeted the coldest part of the water, which was the ice. This stopped the water from boiling.
Students can explore icicle formation on an icy day. Drip cold, colored water over a railing or overhang until a small icicle develops. Then, a few minutes later, drip water that is a different color over the same spot. Repeat this process as many times as you desire. At the end of the experiment, you will have a large icicle with layers of colors. Break the icicle in half and show the students how the colors formed rings. Ask them how that might have happened. This can tie into a discussion of how ice forms in layers to form hail.
Children can learn about the states of matter by watching ice cubes float in water. Have the children place the ice cubes into a tub of cold water. Ask them what the ice cubes are made of. This will help them recognize that ice cubes and the water in the tub are the same matter, but in different states. Then, lead a discussion about why the ice cubes have a different density than the liquid water. You can tie this in with a discussion about how the same materials have different characteristics when they are a solid, liquid or gas.
Another experiment that involves ice cubes is to explore the effects of salt on the ice. Place a wooden match on the ice cube, then scatter salt over the match. The salt will cause the ice to melt slightly, which will help freeze the match to the ice cube. Show the students that the match has frozen to the ice cube by picking up the ice cube by lifting the match. Tie this experiment to a discussion of how salt melts the ice on sidewalks and roads.