I have done contrast therapy, which involves 10 minutes in the sauna and 2 minutes or so in the cold plunge. Recently, I've just been doing the sauna after resistance training, which allegedly has some benefits for growth hormones, etc.

I do contrast therapy with my SweatTent, however usually during the week I do just my cold plunge.

I do both, not always at the same time. If my main goal is to relax, I might skip the cold plunge since that gives a huge boost of energy for me.

In the mornings I usually just do a quick cold plunge.

search to see a bunch of other helpful threads. i.e. https://community.sweattent.com/posts/routine-to-combine-sauna-with-cold-exposure-1lfxszbgjnrO