Smoothies can be either room temperature or icy cold, like a milkshake. I prefer the taste of frosty, milkshake-like smoothies, so I typically start my smoothie recipes with frozen fruit and/or vegetables.
You can achieve a similar texture by simply adding ice to your smoothies, but I think it doesn't work as well, because the more ice you add, the more watery the smoothie will become, thus defeating the purpose of adding the ice in the first place!
I believe homemade smoothies are healthier than the smoothies you buy at smoothie shops or the powdered smoothie mixes. That's because when you make a smoothie at home, you know exactly what goes in it - there's no hidden sugars or artificial ingredients, and the proportion of fruit to juice is often much higher than the smoothies you typically find in smoothie shops.