I've read up on it before, it's fine if you've had enough water to drink.
I like to take a short COLD shower when I'm through lifting, then sit in a hot tub at my YMCA for about 5 minutes, then back to the cold shower for another 1-2 minutes, then steam room, get in pool, hot tub, and finish it with a cold shower. Takes about 20-30 minutes total so I do it when I have time. Plus there are cute girls in the hot tub sometimes.
Kind of long interval showers only longer periods of hot/cold...it may be good to start and finish with extra-cold water.