Most good Sub-Zero players I've fought won't let you get close enough to keep up any pressure. He has to be played with supreme patience. Keep your opponent at bay with clones and ice balls and never be afraid to bust out your mid and overhead chains (I can't remember the inputs but you should know what I'm talking about). Your slide is also a good tool to catch people because it's fast, hits low, and goes under some projectiles. Those are the strategies that make Sub Zero a difficult opponent for my Kano to beat. They may not work with all characters, though; especially teleporters. Good luck!
