My wife bought me a bed buddy hot and cold pack at CVS. You can either put it in the freezer or if you like heat when you get a CH you can just throw it in the microwave. I like the heat better. When you microwave it, it actually gives a moist heat and not a dry heat like a heating pad.
I had a CH last night and tried it. IT HELPED ME BIG TIME.
I figured it may help someone else so I wanted to let you all know.
I'm new to this site and I know just reading what you all have posted here has helped me a LOT.
Here is a link to it.

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Thanks for the link Bob; I'll have to pick one up. 

I'm the opposite of Brew, in that ice never seems to work for me, but wrapping my head with a heating pad or inhaling the steam off boiling water seems to help a little until my Imitrex kicks in.

Bob Greenwood wrote on Jun 24^th, 2009 at 12:43pm:

I use gel icepacks that get colder than freezing and stay cold for a long time. I've tried the frozen bed buddy, but it doesn't compare.

But for those times when we need long-lasting, moist heat, the bed buddy is incomparable.