It could either have a build-in air tank or accept air cartridges.
Advantages:
- It could use a thermostat to maintain a constant temperature.
- No water mess.
- Not excessively cold like dry ice.
- If it had a tank it could be recharged at most gas stations.
- The "charge" would remain good for quite a while when not used.
- After refilling the tank it would have to sit for a while to cool off.
- The tank may have to be too heavy or bulky to be useful (Does anyone know the numbers to do the math for this?)