Just fill up a clean garbage can with ice and water and jump in after an intense workout session. I have seen this done, but have not got up the nerve to do it myself yet. Those who do it swear by it. They say it really helps with recovery. Maybe I get some of the other guys at the CrossFit facility talked into this, but I don't think I have the nerve to do this on my own. Burrrrrr!

This isn't shower therapy per se, but for the last few years I've started swimming earlier and earlier in Lake Champlain, in northern Vermont, which is a reasonably short walk from my house. 

This year I jumped in April 2.  According to NOAA, the water temperature was 38 F (4 C).  The water was so cold it hurt my skin when I jumped in, but after ten seconds or so that passed and I swam until i started to shiver (which admittedly only took a minute or so).  I swam earlier this evening and the water temp has risen to 56 F (13 C) and could stay in for about ten minutes, although I was the only one at the crowded beach that was in the water at the time, and people were looking at me funny...

I think the coldest water I've swam in was about 34 F (1 C).  It was in the Bighorn Mountains in Wyoming.  It was a warm day in late May but there was still a fair amount of snow on the ground, and i found a deep pool while hiking and fishing and decided to strip down and jump in.  COLD!  I stayed in for less than a minute before i had to jump out and dry off, and even made a little fire to make some tea so i could regain my body temperature.  After i felt good again i fished in the pool and caught two brook trout.  I've never tasted fish that were so sweet and fresh!  Didn't eat them raw, though.  This was a few years ago, before I got into the raw paleo thing.