I've followed some advice I got from these forums a while ago (forget who).
Basically you run about half an inch of luke warm water, get it the bath with a mug of tea, something to eat and a book, wrap a towel round your shoulders and turn any bathroom heaters you have on. Then just run the cold tap. OK so it isn't ice water but done like that you could stay in all day - and much easier than a cold shower. Might be different in Winter as the cold water is a lot colder then.