The Coulomb phase of spin ice, and indeed the Ic phase of water ice, naturally realise a fully-packed two-colour loop model in three dimensions. We present a detailed analysis of the statistics of these loops, which avoid themselves and other loops of the same colour, and contrast their behaviour to an analogous two-dimensional model. The properties of another extended degree of freedom are also addressed, flux lines of the emergent gauge field of the Coulomb phase, which appear as Dirac strings in spin ice. We mention implications of these results for related models, and experiments.