A mage should level in deep frost. Shatter is a huge damage increase (that's controllable) and the crit talent is better for leveling. Elemental Precision is also one of the best talents for a leveling caster, letting that caster attack mobs two levels higher than them with no problems with resists. Frostbite/Frost Armor is also a useful combo, as Molten Armor/Impact isn't until TBC. If I was leveling a mage, I'd go for -
Talent Calculator - World of Warcraft - with a priority on the Shatter chain. After that, it's up to the caster. Frost Channeling, Arcane Subtlety, and the other frost talents are all useful. But not critical talents for leveling.