Some people really, really like the sensation of cold. In fact, I've known many people who enjoy bringing ice cubes into the bedroom; the next logical step up, I think, is to make sex toys out of ice.
This is actually very easy to do. With only a few supplies you probably already have lying around, you can make a simple dildo from ice. You can use it the way one would normally use a dildo; being penetrated by ice offers an intense sensation that some people really like. Or, you can use it the way you'd use a more conventional ice cube, running it over and across your body (or your partner's).
Moving beyond the basics: How to make an ice dildo
If you and your lover like using ice, you can create your own sex toys made of ice just by using a condom, water, and some ingenuity.
Start with the cardboard tube from a roll of paper towels. With a pair of scissors, cut the tube lengthwise all the way down its length. Roll the tube to the diameter you'd like the finished dildo to be, and wrap tape around it to hold it at that size. Take a condom and put it into the top of the cardboard tube, and then overlap the top half inch or so of the condom around the edge of the tube as shown:
You can use a lubricated or unlubricated condom. If you use a lubricated condom, avoid spermicidally lubricated ones, because the spermicidal lubricant can get funky when it freezes.
Carefully fill the condom to the top with water. Stand the tube upright in the freezer, and wait a few hours. You can probably find all kinds of things to do to entertain yourself while you're waiting; if not, you can always visit this fine Web site.
In a few hours, the water will freeze. Remove the tube from the freezer. Carefully lift the top edge of the condom from around the tube and tie it in a knot to keep the water from leaking out as the ice melts. Then cut the tape holding the tube closed and remove the ice dildo.
When you're finished, the ice dildo should look like the one shown below. If you like, you can take extra steps to make a fancier dildo by doing things to the cardboard tube before you place the condom in it. For example, if you take thick cord and wrap it in a spiral on the inside of the tube, the finished ice dildo will have a spiral ridge in it. If you take a small sheet of bubble wrap cut to the same width as the inside circumference of the tube and slide it into the tube before you put the condom in it, the finished ice dildo will have a dimpled, textured surface.
Use the dildo without removing it from the condom; as the ice melts, it will create a layer of water inside the condom that creates a very interesting sensation.
Remember, always run the ice dildo under cool water before you use it. This removes any frost from its surface and starts the outer edge of the ice melting. You don't want to use ice internally until it has started to melt and has a thin layer of water on its surface, or the ice may freeze to your skin.
If you want to get more fancy still, you can use a dildo-shaped ice mold to create frozen dildos. For the greatest level of personalization, the same kits that let you create a dildo from a person's penis can also be used to create an ice dildo; simply fill the mold, once it's made, with water instead of the provided rubber material. (Depending on your partner's shape, it may be necessary to modify the mold after it's made by carving out any undercuts to help the ice dildo slide out more easily.)
What you'll need
A condom, a cardboard tube, a pair of scissors, and a freezer, and you're set!
If you want to move beyond the basic dildo explained here and make more realistic sex toys out of ice, here's something that can help.