Man of Honour
I did try this method: http://www.americastestkitchenfeed.com/do-it-yourself/2011/08/how-to-make-cold-brew-coffee/ a good while back and it worked pretty well - you do need a filter to get rid of the grounds, but you can pick them up very cheaply from a large supermarket (or get decent ones from a coffee shop)
Cheers for that