[cassowary37]

Exactly; I wasn't entirely kidding - steam bath would be a reasonable control. The key (beyond providing equivalent attention from study staff) is that the intervention seems like it /might/ do something. That's why I don't think just standing in the chamber without cooling would be a suitable control.

One great challenge in studying complementary/integrative health interventions is selecting the right control group, because practitioners will argue that the control is too much like the active treatment. (So, for example, a cold shower /might/ work, if the mechanism is the same, so it wouldn't be a great control in the initial proof-of-concept experiment.)