[stcredzero]

Anything that can be made locally on Mars is best

It has been proposed that many early Martian colonial buildings will be vaulted masonry built using locally manufactured bricks. The weight of the building and soil can serve to contain a pressurized atmosphere. Frozen water could be used in certain environments to make such buildings airtight.

[rcthompson]

Water ice tends to crack. I don't think it would make a very good airtight sealant.

[Merad]

Actually on Mars it would (or so it's thought) create a sort of self sealing system. The building's atmosphere will contain humidity, so as air leaks out through the super cold Martian soil that moisture will freeze, sealing the leak.

It's also worth pointing out that the buildings don't have to be perfectly air tight. Small slow leaks are quite acceptable.