As said, dont pack them too tight, but some nice light/standard ones are fine. They just need to be packed enough not to break up, but dont feel the need to throw ice balls at each other
I remember last winter having a sling fight with my brother using snow at about 15m apart. I got him twice, once in the head and he was fine after it, but as I say keep them soft lol
One thing you will find aswell, you will get deadly cold hands doing this! I dont know any gloves that you can wear and still sling, and it takes two hands to make a snowball. Its worth it, just to get using the sling like this, but have something warm for when youre done lol
Nemo