Shaved ice is another one of those things that is often soooo much better in Taiwan than it is back in the states. Its one of my top 10 things I must do when visiting Taiwan, and for my visit back I went to an old favorite, which is now Smoothie House.
Their mango shaved ice is well known – its not the best, but its very conveniently close to the MRT. Check out my review / listing here.
My advice is to stick with anything with Mango. Their quality of the fruit is fantastic, and the shaved ice made with it is also top notch.