Ice is very helpful for pain control, and its value is often under-appreciated. Ice can relieve pain and decrease inflammation of recent injures such as surgery and pulled muscles. Heat is typically more effective for chronic injuries. If you find that ice is not working, you may try heat. Ultimately, your personal preference is most important.
Ordinary ice cubes in a freezer bag works well or even a bag containing frozen vegetables such as peas. Wrap a towel over the bag to prevent an ice burn. Another effective technique is ice massage. To perform this, freeze water in a Styrofoam cup and then peel back the edges of the Styrofoam at the top of the cup. Rub the ice back and forth over the painful area. Continue to peel more Styrofoam as the ice melts. This is messier than a bag of ice but works better for some people. Use ice directly over the painful area for about 15 minutes every 2 hours as needed.