I think people should do it. It falls into the category of "can't hurt, might help".

I did, and I never had any neuropathy in my hands. My feet are slightly numb, but it doesn't affect function. I've now had 17 cycles of taxol.

I came to think that you should ice your hands and feet during the infusion, but then warm them up when you get home and keep them warm for a couple days. I explained my reasoning in a different post a couple years ago.

I bring frozen gel packs for my feet and frozen water bottles, to hold in my hands, from home. But most infusion centers do have ice, intended for drinks, that you can use to cool your hands and feet if you want.