I first started taking cold showers as a suggested remedy for migraines. It more than worked. It also helped alleviate skin breakouts, regular muscle cramping, and some blood pressure issues (I changed nothing else in diet or exercise to be sure this was what was having the effects) I find it's best to start barely warm and slowly get to cold. If you can't stand ice cold at first just go "on the cool side" till you get a tolerance. You don't have to *freeze* to get the benefits. Also I find cold baths do *not* have the same therapeutic effect as' cold showers (anyone else?)
In the summer time when I get a migraine that would not quit, I would go in the afternoon to the springs, which is like jumping into ice water, and the migraine would got away instantly, I had always used ice packs which helped, but did not get rid of them, jumping in ice cold springs did, which would be the same as really cold water in your shower or bath.