I swear by them and endure them after every long run and race (NB Cold water straight from the tap not ice....it's cold enough!!). I have experimented with having them and not having them and always feel 100% better the day after...
The way I do it is....
[1] Get home and run the cold bath
[2] Make a big mug of coffee
[3] Put on pair of trunks, fleece & wooly hat
[4] Sit in bath with brew and aforementioned clothes (water above waist) for 20mins
[5] Get out of bath / empty bath and refill with warm/hot water & radox bath salts (it's awesome after being in cold bath - believe me.
[6] Get into bed and have a 1-2hr snooze.
[7] Drink 1l REGO recovery drink.
[8] Self massage with foam roller