I have one! Mine is a Vidal Sassoon. It has a cool, warm, & hot setting as well as a cool shot. It also came with a difusser. I bought it about 2 years ago and they still sell them at Walgreen's. I usually use the warm 1st and then once my hair drys a little, I switch to cool.
http://www.amazon.com/Vidal-Sassoon-.../dp/B002FXHTM2
EDIT: I forgot - I also have a Revlon Ionizer blow drying brush thing. It also has a cool setting on it. This is my favorite dryer as I can style my hair while drying it and only need to use 1 hand.
http://www.amazon.com/Revlon-RV440C-...8692803&sr=8-1