I've been taking cold showers for years, it gives such a good kick in the morning it's MUCH more efficient than coffee to get you from that lethargic state you can get in the morning to full-speed. Oh and if you had a heavy evening the night before, it's also a good way to remove the potential lingering headache you woke up with :-)

It does take a little willpower to get in, but the 'cold' effect lasts about a second; I no longer even have the unrestrained strong shiver I use to have due to the thermal shock.

Oh, and even in really cold water, I can stay there for quite a while, wash my hair etc. The sign that I've been there too long is when the top of my feet start to hurt a little.

Once you get out, metabolism is at full speed and you'll pretty quickly feel very, very warm (while staying outwardly cold for a while).

Only downside I know of is that I'll sometime feel too warm when I get in the office, as the metabolism goes overboard a bit.

My wife doesn't understand how I do it, she calls me 'glaconman' (french version of iceman) since I'm definitely not getting any cuddles for the next 20 minutes or so -- but well, it does work very well for me...