I think for this to work psychologically, it just needs to be something difficult or uncomfortable that you can do an awful lot of in a way that is sustainable,

I think for this to work psychologically, it just needs to be something difficult or uncomfortable that you can do an awful lot of in a way that is sustainable, and doesn't actively harm you... all the better if you actually benefit directly from it, like with exercising, but cold showers work just as well, simply because they're uncomfortable and take much less time than working out- I personally do both.