NO clue about the science. But I've been doing the alternating hot/cold shower thing for years after someone suggested it to me to break a fever when I had to flu. Won't deny that doing it was miserable while sick with chills, fever, and that awful 'skin pain' you get with the flu. It DID break the fever though. Could be a coincidence, guess I'll never know.

I do it pretty regularly now though because it is invigorating like nothing else and seems to clear my head and make me feel generally awesome!