His 21 is a good pressure tool, and so is B22 (as an advancing tool).. His 21, 1+2 is safe on block, though interuptable...if you think they will try and punish after, go for a quick instant close divekick (5 frame move), or you can parry or just block.
Use his specials sparingly. CSZ is not a character you can spam with, which is kinda why I like him. His only decent down poke is D3, which is 6 frames I think.
Standing 1 is his best standing poke, at 9 frames. 11 is safe on block and 111 pushes them away from you.
The last hit on 33 is low and the last hit on 34 is an overhead. Yes, these are interuptable but the opponent needs pretty good reactions in my opinion.
You can cancel his 112 into slide but 332 you have to delay the slide.
His parry is pretty decent, and Ex Parry FREEZES the opponent.
His teleport is next to useless. His slide is pretty good, if you anti-air uppercut someone with CSZ, you can slide after for about 21% damage. You can slide under Kano knife and Sonya rings if memory serves me correctly. EX Slide switches sides.
21 is safe on block, and it's good enough that if they let go of block at any point, you can cancel the 21 into ice blast for full combo.
Even though his X Ray is okay, and you combo into his X Ray, X Ray does 36% damage. No consider that 1 EX Divekick does 18% damage which is pretty good, for 2 bars you can do the same amount of damage and still have one bar left. If you use meter for moves, best to use it for Divekicks and Ice Beam (though this doesnt have invincibility on start frames) or EX Parry if you know the opponent will do anything on you but hit low.
If you freeze someone in mid-air, you have a couple of options, but njp, U4 slide is pretty standard.
He has the best dash in the game, and is a kind of rush down/anti rush down. He's quite good at zoners as you can far dive kick on reaction someone like Freddy, Cyrax or Noob if they are full screen.
His biggest weakness is having NO ARMOUR and he struggles a lot with anyone that has decent air control (like Kitana or Kabal).