I just beat Olympia, so I think I can answer this myself now.
Sneasel isn't very good in a Nuzlocke. It has excellent Speed and solid Attack, and you can use it if you have no other options, but it's too frail. It can't evolve until the postgame and there are so many other Ice types around where you catch it. It's outclassed by Mamoswine and Beartic in terms of physical Ice type attackers, and Greninja, Bisharp, Drapion, etc. in terms of physical Dark types. Weavile is excellent if you can get it, but that involves trading over a Razor Claw, so you're generally going to be stuck with Sneasel. If Sneasel doesn't OHKO an opponent, and the opponent has a super effective move, then Sneasel is probably dead.
It works in a regular playthrough, but then, almost anything does. Even in regular playthroughs, it's obtained very late and should not be your first choice for a Dark or Ice type.
