It aint easy..infact its almost impossible, but you can do things to prevent it from building up as fast. ive used some of the commercial products (like Loon Ice Off paste and some others) but for the most part the easiest stuff to use is just plain old "Pam" cooking anti stick spray. it hasnt seemed to harm my line at all or the finish on my rods, and its easier to apply than paste. ive seen some guys dip thier rods in the water to get the ice off after its built up, but i would suggest not doing this as all that will happen is ice builds up again twice as fast. also when its cold try to keep you reel out of the water and if you do get ice build up CAREFULLY remove it from your eyelets, as your rod will be easier to break when its colder outside.
one day perhaps someone will invent a rod with heated eyelets for winter nymphing......