I find heat to be a great added relief. I have several cushions (not to mention my beloved heat-up Bagpuss) that can go in the microwave. Similar to a hot water bottle, they're fine if I'm sitting down or not going out. They also don't maintain heat for long, so they're really only a quick fix. I've tried and tested all the heat patches known to woman and have settled on the ones by ThermaCare. Available in pharmacies and some supermarkets I think they're worth their weight in gold. They can be wrapped around any area and last for 16 as is stated on the box.
The heat helps my aggravated muscles and nerves to relax and I've no doubt they help with the pain.
The neck ones are good for wrapping around arms or legs if you're suffering from lymphedema pain too. The heat softens that awful tight feeling.
Also, if you're feeling stressed in general and let's face it most cancer patients are, put one across the back of your neck/shoulders. It's really therapeutic.
Obviously these are not to be used on broken skin or on areas where you're having radiation or if your skin is burnt. Keep an eye on your skin too. If you feel you're getting a rash or reaction remove it immediately. It's normal for your skin to look a little pinker than usual though.
Boots often do deals on these so you can pick them up cheaper but they usually retail at €9.99 for a packet of 3.
I find them invaluable especially for writing. I wrap them around my right arm so I can type! I look like a mummy but who cares?!