In an ABC news story (http://abcnews.go.com/Health/brr-frigid-temps-lead-weight-loss/story?id=...), the concept of thermal dieting is discussed. Though it was probably hooked by a PR agent paid to help Tim Ferriss sell his book, it's an interesting proposal on a couple of levels. The physics of it make sense: If you expose your body to cold, it will burn more calories to stay warm. Ferriss points out that brown fat can burn calories to make heat. One problem is that adult humans have very little brown fat, though it's possible that routine exposure to cold could induce the brown fat cells to divide, thus making more brown fat. So the physics part of this make sense. Even drinking ice water will consume a few calories -- about 4 kcal (4 dietary Calories) per liter -- because when you urinate out the water, you lose the energy your body used to heat it from freezing to body temperature. It's not a good thing to do in mass quantities, though, because water intoxication is a serious problem.
Lets get back to the root cause of the problem for which this thermal-dieting alternative is presented as solution: Too much food. Are people so addicted to consuming food that it's worth sitting in a bathtub full of ice or forcing ourselves to walk in shorts and a t-shirt in freezing weather? I think going for a walk in the cold is an interesting exercise on several levels, and something that might be worth doing just to exercise mental fortitude, but doing it just to eat another bite or two doesn't make sense to me.
Isn't it a lot easier (and pleasant) to just not eat the calories in the first place? Finding a way to successfully and comfortably lower calorie intake means you exercise for the fun and health of it -- not to burn off calories. If you want a brisk walk, I'll walk with you for the fun of it, but not just so I can eat more. If I didn't know about Fast-5, I might consider an ice bath or a shivering walk. I might be that desperate, as I know many people are, but I'm glad there's the Fast-5 alternative.