Take them.
If how awesome they feel (especially after a workout) isn't good enough for you, here's some scientific research about them:
http://www.ncbi.nlm.nih.gov/pubmed/3883460http://www.medical-hypotheses.com/article/S0306-9877%2807%2900566-X/abstract- stress relieving
- increase pain threshold
- increased mobilization of fatty acids
- increased noradrenaline (assuming you desired this)
The result is more of a hormetic effect. Obviously from an evolutionary perspective, we've never had access to hot water in the way we do now. If you're new to the concept of hormesis, basically it's that our body improves when we push it's limits (in a controlled way). Just like when we push our muscles and/or our lungs in a workout, we see improvements. When we don't stress our body, we start to look, feel, and perform worse. Hormesis, however, tends to focus more on the smaller things that stimulate a positive response from our body.
Best benefits can be found at 10-15C (50-59F). Unfortunately my water only seems to get as low as 16C (fill a cup with water while showering and measure that), but whatevs. I can tell you that I feel great for the rest of the day. They sucked at first, but now I actually crave a cold shower every once in a while.
At first, just start with the temp up and lower it slowly. Eventually, you'll be able to just start it at the lowest point.