[dar512]

No I really do get in the tub before turning any water on.

I've got one like below (not mine, but indicative). Pretty standard I think. I get in the tub and turn the water on to warm. Sure there's cold water coming out, but it's coming out the spigot at the bottom. After that's a reasonable temperature, then I pull the knob that makes the water come out the top. There's only a second or two of cold water, which I block with my hand. Then it's just fine.

I've used a shower with no spigot, just the shower head. In that case, I just make sure the shower head is pointed away from me before turning the water on.