Cheap Hot/Cold Medicine Packs
I'm kicking myself for not thinking of this, and for the fact that I just bought an Ace Hot/Cold gel pack last week.... Grr...
I was around some dancers yesterday and one had this bag she kept holding... When asked she said it was full of rice, and made a great pack to apply cold or heat to an injury/strain. She pointed out that she could put it in the microwave to heat, or the freezer to chill... No muss, no fuss. Just make sure the seams are tight, maybe a couple of layers of durable but flexible cloth, and you're set. Save yourself about 8 bucks for the commercial gel pack.
(kick... Kick... KICK!)