I definitely feel a lot cleaner walking out of a cold shower than a hot one. Plus it definitely has some benefits for my skin, I'm not breaking out as much as I usually do.
But also I've been sleeping better, taking one before bed helps a lot. Also taking one when I wake up has nearly eliminated my need for coffee in the morning. I even think I may have lost a pound or two, and I haven't changed my diet or work out routine at all.
Plus it's the best hangover cure. Used to take hot showers when I woke up hung over, but nah, jump in a cold one.
I did cold showers in the past and while I don't still do it, I think just learning how to have one is a worthwhile experience if you're able.