Apart from the wonderful Smilla, I was fascinated with the descriptions of Greenland, the people who survive in its hostile climate and its relationship with (a largely unsympathetic) Denmark.
There is also a very exciting and intricate plot which keeps you guessing until the end. Clues are introduced to the reader all the way through and because of this, it is not a book to pick up and put down over a long period of time. In fact I wish I could have had the time to read it in just one or two sessions. I also wish I had made notes on the various characters as they were introduced because you tend to forget where they came in: Partly due to the complex nature of the plot-weaving and partly the unfamiliar Scandinavian names.
The feeling of snow and ice: the cold, the motion and gradual stiffening of the sea, the changing quality of the light - are conveyed so that, with a little imagination, it's possible to feel it. I put on an extra jumper and turned the heating up a bit. The description of Smilla's journey from the desolation of the lonely city to the desolation of the ice fields west of Greenland generate strong visual and emotional impressions. The plot is quite complicated to follow and there are a few coincidences that might require the brief suspension of disbelief. It can also be rather a bumpy ride for an English speaking reader because of the many Danish and Greenlandic words and names that can slow you down as you try to puzzle out how they should be pronounced. Even so, it's a splendid book, full of tragic and colourful characters, most of them deeply or slightly flawed (even the goodies) but all of them interesting and plausible.
I highly recommend this book.