You can instantly use your ultimate on yourself by pressing the self cast key and the ultimate key at once (alt+R by default).
Casting Glacial Path and then running in the opposite direction will leave your enemies uncertain which way you will actually go.
Lissandra's abilities are shorter range than those of many mages. As a result, buying items that offer both ability power and defense, like Zhonya's Hourglass and Abyssal Scepter, can be a great choice to help her both survive and deal damage.
The best way to stop Lissandra from moving using her Glacial Path is to immobilize her before she reactivates it.
Lissandra's Ring of Frost has a long cooldown at early ranks; engage her while it's on cooldown.
Lissandra's Ice Shard only slows the first unit it hits. Approach Lissandra from behind your team's minions to avoid being slowed.