This isn't shower therapy per se, but for the last few years I've started swimming earlier and earlier in Lake Champlain, in northern Vermont, which is a reasonably short walk from my house.
This year I jumped in April 2. According to NOAA, the water temperature was 38 F (4 C). The water was so cold it hurt my skin when I jumped in, but after ten seconds or so that passed and I swam until i started to shiver (which admittedly only took a minute or so). I swam earlier this evening and the water temp has risen to 56 F (13 C) and could stay in for about ten minutes, although I was the only one at the crowded beach that was in the water at the time, and people were looking at me funny...
I think the coldest water I've swam in was about 34 F (1 C). It was in the Bighorn Mountains in Wyoming. It was a warm day in late May but there was still a fair amount of snow on the ground, and i found a deep pool while hiking and fishing and decided to strip down and jump in. COLD! I stayed in for less than a minute before i had to jump out and dry off, and even made a little fire to make some tea so i could regain my body temperature. After i felt good again i fished in the pool and caught two brook trout. I've never tasted fish that were so sweet and fresh! Didn't eat them raw, though. This was a few years ago, before I got into the raw paleo thing.