(NEVER microwave, freeze, or oven bake your sex toys - for the obvious reasons!)
Unlike a temperature play vibrator, though, the stainless steel toy doesn't have any longevity behind its temperature function, so it will begin to chill or warm to body heat. Keep a second temperature play sex toy on stand-by if you want the temperature play to continue.
Glass Sex Toys
A more affordable alternative to stainless steel sex toys, glass toys can also be used for temperature play. Treated much like the stainless steel toys, they can be cooled or warmed depending on your needs and wants. They may, however, require a bit more time to retain those temperatures compared to stainless steel materials.
Ice Cubes
While ice cubes aren't technically a sex toy, they have been a staple for chilling temperature play for a long time. Ice cubes are cheap and easy to come by, but they can be dragged along the skin for a pleasurable feel. For best results, allow an ice cube to melt slightly before placing it on the skin; this will allow the ice cube to slide easily over the surface of the skin and may even leave a trail of water behind. If you don't let it melt a bit, you'll get a freezing-cold sensation that wants to stick to skin instead of gliding.
Adding specialized ice cube trays can take your temperature play to the next level. Consider ice cube trays meant for water bottle ice cubes for long, slender ice cubes that look like they have their own handles. Consider whiskey ball ice cube trays for giant, round ice cube balls that can be rolled around the skin. Specialized ice cube trays can really up the fun level on your temperature play.
And don't forget to make some extra ice cubes, too! You never know if you'll want to extend playtime, and extending playtime is only problematic if you don't have back-up ice cubes ready.
(Avoid inserting ice cubes into orifices! While you may have seen it done in erotica or porn, these super-cold temperatures can be damaging to internal tissue - and hard to remove if you are finding them painful. Using a sex toy, like the Deia Hot & Cold, for insertion is a better fit if you really want things to slide inside. Surface play only with ice cubes!)
Bonus: Your Favorite Sex Toy at a Custom Temp!
Virtually any sex toy without a motor can go into the refrigerator (not the freezer!). Even if it isn't made from glass or silicone, it can still go - temporarily - into the refrigerator. If it's your dream to feel your silicone toy chilled to the touch, just slip it into the refrigerator for a few hours - and you'll be good to go!
And any waterproof toy can go into a glass of warm water (or run it under the hot tap for a bit.) Boiling water will wreck it, so don't go too hot, but a nice warm bath will heat things up nicely.
Less thermal-reactive materials, like silicone, won't change nearly as much as glass or stainless steel - and those warmer or cooler temps will leave them pretty quickly, but if you want a quick trial to see if temperature play is for you, it's a simple and easy way to give it a whirl.
Get to Experimenting!
These methods don't have to be the only ways that you experiment. If you come up with other ways to enjoy some temperature sensations during foreplay and sex, feel free to include them in your bedroom activities - and of course, share your secret so everyone else can try it for themselves!