Anecdotal evidence... compared with a discussion of cold thermogenesis on a paleo website... well, that's a difficult choice. What exactly is the difference?
I didn't claim that my evidence was more reliable, just that it wasn't less reliable. Anyway, I'm not the one making a claim about how cold showers affect a large number of people, I'm only making a claim about how they affect me.
Thus spake Eliezer:
It seems that many here might have outlandish ideas for ways of improving our lives. For instance, a recent post advocated installing really bright lights as a way to boost alertness and productivity. We should not adopt such hacks into our dogma until we're pretty sure they work; however, one way of knowing whether a crazy idea works is to try implementing it, and you may have more ideas than you're planning to implement.
So: please post all such lifehack ideas! Even if you haven't tried them, even if they seem unlikely to work. Post them separately, unless some other way would be more appropriate. If you've tried some idea and it hasn't worked, it would be useful to post that too.