It might sound rude, but I would probably make a secondary build with the shields in just for when you team, they really are great. 
Otherwise, I like the concept and can't see why you'd run into any problems. I have a Cold at 50 which I use *a lot* and it's great fun, so good luck and if you need any help with a build, just shout.
@Fail (Used to be @Tux) and @Tuxedo Infinitus Defiant/Freedom/Champion
Favourite Toons: Prosper [Ill/Rad] Controller :: Infinitus [Fire/Elec] Blaster :: Pocket Dynamo [Fire/Shield] Scr :: Fast [Cold/Sonic] Def ::
Inspire [Plant/Storm] Controller :: Quality - SS/Fire Brute :: Double Down [DP/Kin] Corr :: Pwnz [Fire/Cold] Corr :: Fail [Fire/Son] Corr
I have one. Originally I planned for a Cold/DP Defender but went Corr after having a funny out of body experience in a field which featured dinky orange numbers scourging everywhere.
At first I wasn't sure it would mesh too well due to Cold being a bit active with debuffs and everything but it's actually turned out fine and dandy. And let's face it, Cold would be a bag of spectacular heebiejeebies even if you paired it with a 3 legged donkey.
Once the shields (take them or I shall cry tears of frozen broken hearts) are applied and in between Sleet throw downs you get some good mileage out of the AOEs for 4 minutes once you learn how to position yourself for Empty Clips and when to use Hail of Bullets (hint: after Sleet for orange number overload). I find it to be a total team toon rather than a solo dancefloor stunner no matter how I build it. On AVs and their sisters you should throw in Piercing Rounds on Lethal Ammo which makes sweet love with all the Cold -Res and just cycle it among Pistols/Dual Wield or whatever. I found Executioner's Shot too much of a killjoy damage/activation/OMGROOTED wise to keep it, and didn't bother with Supressive Fire. I basically live the street corner life of an AOE HP chipper on large groups of mobs and then roll out the Piercing Rounds and Cold sexiness for any hard single targets. In between that there will always be a buff/debuff you can apply.
I mainly use Fire ammo (or Toxic when I feel like being a home-wrecking hussy) all the way, but I can see how Cold would make your butt not look so huge in those pants concept wise and stack nicely if -Rech is your aim. I find most teams I join with any /Cold toon just become steamrollers so having a bunch of added -Rech pales in comparsion to adding to the KILLFASTER.
Don't forget your Achilles High Heels proc in Sleet.
DP+ what ever is cool =) ... I can't put my finger on it. Just this class is pretty nice primary.
As I read how one plays it out with cold it's interesting.
I play DP/Dark. Howling,tar,Twilight is all I will grab till later...but it works so well. I take full advantage of the Tar and lethal ammo ...Juggling my targets and keeping them in the snare of death trap. At the same time I can throw in some very big heals at random...I hate playing *healer* for teams,BUT I will do it if it ensures my team cleans house.
I am currently making a DP/ Traps i think (forgot) the one with the force shield. Having Caltrops and the Shield I was thinking I can avoid being healer but bring some good def support to my team with Shield +maneuvers.
as for Execution shot....it isn't much of a big deal to me...I use hover (for def and avoidance of getting punched in the face. So I am normally using it in no fear of getting snared in animation to get punched in the jaw. I find that move pretty strong. I slotted it up a lot more recently (lvl 27 now). That does some serious hp chopping. I also like it for the KB...I get someone in my face its the first shot I will use ...hittem hard...and KB them back into my tar patch.
anyway.... of all the classes so far... I love DP the most since my return.
I was thinking of doing something a lil different. Using the Cryo Bullets almost full time and having a Corruptor who is basically stole a prototype Cryo Armor from Crey.
Any running one of these and any thoughts. I probably will not be talking the shields or frostwork to fit it leadership pool.
The hard things I can do--- The impossible just take a little bit longer.
If numbers are so much more important than a teammate who is fun to play with, forget about the game altogether and go play with a calculator instead. -Claws and Effect-