The three short spiels, which have been compiled into one sound file, have the Lich King mocking the inhabitants of Orgrimmar and Stormwind. Although Arthas doesn't seem very creative with taunts, calling the Horde 'pups' and 'brash upstarts' and the Alliance 'fools' and 'naive children'. The voice is also sort of generic bad guy, almost sounding like Illidan when he was screaming, "you are not prepared!". Perhaps Blizzard used the same voice actor. The last monologue has Arthas being repelled... again.
It seems like he suffers a lot of defeats early on (he loses in a staredown with Tirion Fordring, too) making him much, much less threatening as the expansion's ultimate bad guy. Blizzard promised that players would feel his presence early on in the game, but having the ultimate villain lose makes him seem weak. He beckons players to Northrend, sort of like a bully taunting school nerds to come to a dark alley where all his bully friends are. I hope Blizzard changes this a bit before it goes live, particularly the voice of Arthas, which should be more like that from the cutscene in Warcraft III: The Frozen Throne. Download the sound file over at WotLK Wiki.