Forget about a regular cold shower, here is another way to do it in the winter for a real rush and good fun :) I was just visiting my brother in Phoenix, Arizona for a wedding and Narayan was really wanting to go into the swimming pool despite the cold water. Uncle Dharam made the "leap" and Narayan followed (despite being all dressed). You should have seen Narayan’s face when he came up out of the water and realized how cold it was! I’m sure it didn’t come close to how cold it is at Hemkunt Sahib in the water, but I’m sure it was cold enough to give you a rush!
The video was recorded on my blackberry phone (and then re-encoded on youtube) so quality isn’t very good.