After a good workout, I take a cool to luke-warm shower. About 10-20 seconds before I am done showering, I turn the water down as cold as I can stand it. It is refreshing, brings my heart rate down, and really cools me off. Plus, during my early morning exercise routine, if I'm still not fully awake, it helps me get there.
*NOTE* If you have high blood pressure or a heart condition, it may not be wise to take a cold shower after exercise. Cold water constricts blood vessels which can cause blood pressure to rise quickly.