I have no idea....I'm perpetually cold as well and there's no way in hell you'll ever catch me doing an ice bath, I don't care how beneficial it might be. I've run 4 marathons and have never subjected myself to such torture.

.... and a beer in my hand.

I can picture me doing this also. lol.

I usually get a couple of the smaller bags of ice and add them as the water is filling. Stinks to climb in, but I just take a deep breath and go for it. As the other poster said, I normally wear a sweatshirt, but I also go for a hat, a cup of hot tea and I normally wear compression shorts (mentally helps me feel like my important areas aren't going to freeze). In terms of warming up afterwards, I just take off anything that got wet and quickly get into sweatpants, thick socks, etc and have another cup of hot tea (and I've been known to climb into my bed to wrap all the covers around myself )

I have also tried using REV epsom salt baths (in lukewarm/warm water) afterwards (http://www.rev-life.com/index.php/about-rev/for-athletes). There are several articles that warn against hot tubs after distance running, and I believe the primary reason is dehydration, but I've always figured my warm baths don't really count as a hot tub (obviously a choice where you need to read up on the pros/cons and make your own decision)... I have mostly converted to epsom baths, but there are times where an ice bath is really the best way to go- typically when addressing injuries/injury prevention.

i recently started doing this and it is really great, you recover much quicker after the run as a result

here is a great blog post with a how to which had a few suggestions that are pretty easy to figure out but that hadnt occured to me like budling up your upper body

take a look
http://www.sweatonceaday.com/2011/07/how-to-take-an-ice-bath.html

I don't do ice baths as much as I should but they are great for recover, but really suck. I just fill the tub with cold water, no added ice. My water is cold enough. I wear a fuzzy sweatshirt I don't mind getting a little wet. I drink hot tea or hot chocolate and I set my iphone timer for 10 mins. At the end, I get out and let me feet regain a little feeling and then take a warm shower. I think it is hardest on my toes, my legs adjust.

Good luck.

I did my first ice bath this past weekend after a long run, and followed most of the suggestions mentioned here, but would add that I had my smartphone to surf the web to make the time go faster. I was wondering how long one should sit in the bath, I lasted almost 20 minutes.