Frost Mage DPS Gems, Enchants, and Consumables — Shadowlands 9.2.5

You should use Deadly Jewel Cluster (or the cheaper Deadly Jewel Doublet) or Quick Jewel Cluster (or the cheaper Quick Jewel Doublet) in all sockets.

Keep in mind that you should sim your character to find out which secondary stat is best for your gear. It may change from the suggestions below depending on various factors. More information on how stats work and interact with Frost Mage can be found here:

Potion of Phantom Fire is the best potion to use. Its damage is also increased by having Shadowcore Oil applied to your weapon.

Spectral Flask of Power should be used as your flask of choice.

Healthstones heal for 25% of the user's maximum health. Cosmic Healing Potion does not share a cooldown with Healthstones, and should also be used when extra healing is required.

Shadowcore Oil should be applied to your weapon at all times.

If the small amount of extra health is required, such as running incredibly high M+ keys, or pushing Mythic raid progression early on in a tier, Heavy Desolate Armor Kit should be applied to your chest armour.

You should eat from the Feast of Gluttonous Hedonism or whichever of the +30 secondary stat foods corresponds to your top secondary stat.

If you can afford it, you should use Veiled Augment Runes (or the permanent Eternal Augment Rune) to increase your primary stat. Since there is a finite amount of the consumable runes available, you should make sure to use them wisely and to stock up on them for when you need them.

Domination Shards have been disabled in relevant content as of 9.2. They exist only for the Maw, Korthia, and Torghast. The power gains from other pieces of gear will likely outshine most of them except for the highest reaches of Torghast, but it remains up to you if you wish to keep a piece of gear for such trivial content.