1. Whichever one you can do faster, as “ice water” is water with ice in it. Dropping ice into water is harder to do quickly without making a mess, than pouring water into ice. So your glass will be ready faster if you put ice in first and then pour in water.
2. But if by “give me ice water” you mean, which method will cool the water faster, I can think of two considerations.
One is that most glasses are tapered, and most people measure ½ glass by the middle distance on a glass, so the top half of the glass has more volume than the bottom half of the glass. So if a typical person thinks they are filling a glass half with ice first, they may tend to end up with less ice in the water, than if they fill the glass with water first, so ice second would mean more ice, meaning the water would cool faster.
The other consideration is that the sooner you add the ice, the sooner the ice will start cooling the glass, which will also cool the water. This is a much less important consideration than the amount of ice, but if someone carefully made sure they were using the same amount of ice and water in each case, then the glass half-filled first with ice would start to cool down sooner than the glass half-filled first with water, so in that case, adding ice first would give you ice water sooner.
I think @Dutchess_III may also be onto something that water flowing through ice may transfer a lot of heat, compared to ice dropped into water, but I’m not sure about that.