Many people think sitting in an ice bath after a workout is a good way to train. Most people who would be reading my blog know that Chinese medicine almost never uses ice.
There are a whole bunch of theories about why ice is good, but my experience tells me that mostly it is terrible. It is better than nothing on burns, but if you have burn cream, it is better. There is no question that ice can bring down swelling after an injury. For a really bad injury I would put ice on it right away. But as part of a training ritual, it is barbaric. It develops bad, tense, stiff, muscle quality and in the long run it probably leads to arthritis.
I love hot tubs and steam baths. When I was young and road my bicycle at high speed over steep hills to all my appointments, swam in the freezing cold ocean, did kungfu and dance for 6 or even 8 hours every day, and sat still (or slept) in stupid classes at school--a nice hot bath once or twice a week was very close to Nirvana. Still, as a training method it contributed nothing. I was tired and stiff because I was training too much of the wrong thing. It would be better just to train right. Too much hot drains the qi.
Cleaning and scrubbing the surface of your body every time you sweat is really important to maintaining good muscle and joint quality. This is why internal martial artists, especially when they get older, try not to sweat most of the time. If at the end of your practice you aren't near water and a place where you can be naked, at least towel off and change some of your clothes.
A short little dip in hot water, a one minute ice massage after a sprain, fine; Don't make a habit of it.