The Sikh Masters taught the value of ishnaan - or hydrotherapy - as part of the daily practice of Sikh Dharma. Traditionally, in India, ishnaan is done by dipping in the sacred pools that surround the Sikh temples. In modern times, a cold shower in your own home can provide the same benefits.
"When you take a cold shower in the morning, it is like the first battle of the day. Shouting Wahe Guru when you are shivering is your battle cry. And when you come out victorious, you are ready to face any challenge come what may.
"The Gurus (Sikh Masters) set the example, beginning with Guru Nanak. Guru Nanak used to meditate in the river early in the morning. The practice is called ishnaan, and is the science of hydrotherapy. It totally revitalizes your capillaries and makes you bright, fresh and alert for your sadhana (daily practice.) If during your shower you recite the Shabad (Sacred Song) by Guru Ram Das, Gur Satigur Ka Jo Sikh Akhaae then the combination creates a vibration and experience similar to taking a cold dip in the Amrit Sarovar (sacred pool) at the Golden Temple in Amritsar."
How to Take a Cold Shower
Excerpted from Kundalini Yoga, The Flow of Eternal Power, by Shakti Parwha Kaur Khalsa
Before you get under the shower, yes, before you get wet, massage your body all over with a little oil. Oil is more easily absorbed by the skin when it is mixed with water - and you won't be greasy afterwards. Almond oil is highly recommended since the almond contains so many minerals, and it nourishes the body through the pores of your skin. Go for it! When the cold water hits the surface of your skin (which has four layers) all the blood from way deep inside your body rushes to the surface in self-defense, vastly improving your circulation on the spot. This is called hydrotherapy. It strengthens your entire nervous system. People pay huge sums of money for what is now called "Hydrothermal therapy," when in reality all you need is your own two hands, cold water, and courage.
An added benefit is that you will probably become very holy the moment the cold water hits your body, because it is very likely you will shout, "Oh my God!" You might try exclaiming, "Wahe Guru" ("Wow, God is Great!") or "Ang Sang Wahe Guru" ("God lives in every limb of my being"). Remembering God is always a blessing.
Go in and out of the water four times, constantly massaging your body until the water no longer feels cold. Be sure to get the armpits (major nerve centers) and the insides of the thighs. You can even stand on one foot and massage the top of it with the other foot, but don't slip or trip. Women, be sure to massage your breasts.
Then, your first victory of the day achieved, dry off briskly with a rough towel till the body really shines; put on loose, comfortable exercise clothing, and you're ready to do your sadhana, your personal daily spiritual practice.
If you really love hot showers, wonderful. Take them at night, or sometime when you can wrap up afterwards in lots of blankets and sweat for at least an hour or two. But in the morning, cold water is your best friend. The morning shower is for your circulation, and stimulation of your nervous and glandular systems. (Page 119-120)
To help maintain the magnesium balance of the body, consider wearing very light cotton shorts that come down to your knees, covering the thighs, when you take your cold shower.
 Living Reality, page 83.