Cynewulf wrote:
     Why, before they go to take a shower or bath, do they keep

dumping a bucket of cold water on themselves? ...
        Also... in the Cooking Competition OAV, why does Soun go outside...

As far as I know, the "bath" they take is not a bath.  It is just 
therapudic; a lesser form of a jakusi.  In Japan, they get themselves 
wet, soap up and then splash themselves off.  Either that or take a short 
shower to clean themselves.  The bathwater is used by everone, so you are 
supposed to be clean BEFORE you enter it.  Didn't you ever see "Mr. 
Baseball" starring Tom Selec?

As for the OAV thing, I don't know.  I assume it is some out dated, 
melodramatic ritual prayer.