This depends entirely on how often your warlord plans on attacking, charging, and to some degree, how your party is built.
If your warlord is lazy or mostly lazy - as in, the sort who grants attacks more than half the time - neither of these is a particularly good weapon choice. You might look at something like a chieftain's weapon, or something else that boosts your granted attacks.
If you have other cold-based characters in your party and your warlord will be attacking regularly, then the perma-frost combo (frost weapon + lasting frost + wintertouched) is a good choice. Frost weapon and lasting frost are both classed by The Warlord's Handbook as light blue in general feat rankings for warlords. Wintertouched is black, but that's partly due to it's uselessness prior to late heroic or paragon. (In character optimization threads, light blue is the second highest rating given to items, whilst black is mid-range).
If you don't have other cold-based party members, or if you are otherwise fairly optimized for charging, then the vanguard weapon is a good choice (are you going to charge several times/encounter?).
Other things to consider would be if one of your party members is going to take the Morninglord paragon path, then a weapon that deals radiant damage should be on the menu (Sunblade, Radiant Weapon).
There is not a right answer here, and as you are a leader it largely depends on your party composition and how you perform your primary role.
I will assume your wizard is lvl 1 in this answer.
A lvl1 wizard have Fort 0 Ref 0 Will 2 base saves. Let's assume you have CON:12(+1), DEX:14(+2) and WIS:13(+1): it gives you some bonuses to your saves (so you add +1/+2/+3 to your roll saves), but your base saves are still +0/+0/+2.
On the other way the familiar have Fort 2, Ref 2, Will 0 base saves, and +2/+2/+0 bonus because of its statistics. Without the special familiar rule it would make it add +4/+4/+0 to its saves rolls.
Its familiar status makes it able to use the base of the master if it is better than its. In this case the familiar will keep its base in Fort and Ref, and take its master's Will : the total bonus it will add to its save rolls will be +4/+4/+2.
Best Answer
There are a few ways to do this, the easiest one I found, after a quick look through my character builder, was the Saving Inspiration feat, In Martial Powers; you can forgo your extra dice of healing on Inspiring Word to instead grant the target a save. I would choose this one, because it gives you the ability to hand out two saves an encounter (more at higher levels) without having to take up a utility slot.
If you would like to keep the feat slot you could retrain your level 2 utility, to Shake It Off(players handbook): a minor action that grants a save+ your cha, or your level 3 encounter, to Inspiring War Cry: it is a decent 2[w] swing that even if you miss with you grant someone within 5 a save (also Players Handbook). There are also some other daily powers that do similar things but I do not recommend them.
I have always found the optimization forums on the WotC community to be very helpful when I choose how to level my characters, and what is the "best way" to get things done. I highly recommend Chasing Glory: The Warlord's Handbook.