If your goal is pain relief then really it comes down to which modality that you prefer:  heat or ice.  Most people prefer heat as it tends to be be more soothing and relaxing.  However about 10% of people prefer ice for alleviating aches and pains.  A word of caution though if your considering ice for pain relief is that occasionally it can aggravate pain as can tighten up soft tissues instead of relaxing them.  

And then there is a group of people that prefer to use both ice and heat one after the other.  Try all 3 approaches to see what works best for you.

Heat can be applied in a variety of ways.  A warm shower can be a way to apply heat.  If standing is uncomfortable then consider a bath.  Electric heat pads can work well, but avoid sleeping on them, which can leads to burns.  Microwaveable heat pads often work well too and are portable if you wish too travel with the hot pack, but lose their heat gradually.

If you have numbness or otherwise decreased sensation in the area that intend to apply heat or ice then you might not feel the modality burning you so it would be advisable to consider another method of pain control.