cold water exposure is super, super healthy. Once you get over the shock it starts to feel great and gets a little addictve.
if you don't have easy access to an ocean, river or lake try this (I am NOT a doctor, so if you have any worrisome medical conditions consult your physician before):
-get a large bucket from home depot or wherever (several gallons).
-either instead of, or following, a super hot shower fill up the bucket with the coldest water you can get (some people leave the bucket outside overnight to get it really cold)
-dump it over your head, while trying to stay as relaxed as possible/conscious of tension in your body
-do it a second time
why is this superior to just a cold shower? the immense volume of water, in the super short time frame, provokes a different, more thorough bodily response (at least in my own experimentation).
some notes on this:
-breathing is important. try to relax your breathing and avoid that GASP response. On the first one try to maintain a long, relaxed inhale. on the second try a long relaxed exhale. order isn't important, but just do both an inhale and exhale that starts just before or as you contact the water. maintain it throughout the pour as best you can.
-try doing this OUTSIDE in all sorts of weather, awesome!
-i've read that it triggers the mammalian diving reflex, which basically means that sudden cold contact drives blood to the interior of the body/prime organs. among other things this causes your core temperature to spike and acts as a mini internal-fever and can be GREAT for preventing illness.
-definitely helps circulation and immune response in general (several studies on this I believe)
-afterwards you will probably feel a really delicious glow/warm feeling in your belly/core (imagine drinking nice warm tea) and general sense of well-being relaxation.
-great for sore muscles, general fatigue and excess tension. I used to suffer a lot from anxiety. Once I did this at the onset of a panic attack. I can't explain what happened but the cold water just released all the pent up tension in me and I started laughing hysterically, pretty incredible in retrospect actually.