Good points, John. In communities of people who practice deliberate cold exposure, I’m aware of many people who live in places with cold winters who practice natural cold water and air exposure (as you describe) and in so doing actually adapt more effectively to the cold winters. For example, I know of many people who bathe is icy cold rivers and streams and go for walks almost naked in sub-freezing temperatures. Those people then seek artificial ways of continuing to practice deliberate cold exposure during the warmer months. I hear that these folks then find themselves walking around in the winter months comfortably wearing t-shirts and shorts amongst non-adapted folks wearing heavy coats and scarfs.

An easy way to have an at-home ice bath in cold climates is to leave a stock tank full of water out overnight, with a submerged pond pump to stop it freezing solid. You can break up the layers of ice in the morning, before getting in, using something like a hammer.