The menthol and capsaicin based creams never really impressed me, they just seemed to provide a sensation along with the pain, in addition to making me smell like some kind of candy. My old Chinese medicine guy got mad at me for using Tiger Balm once, gave me a unlabeled container of something popular with the gongfu crowd, I think he called it di da jow. Said if I was going to abuse my hands and feet the least I could do is to use "the real thing." That stuff was amazing, although I'm sure it contained nasty bits from various endangered animals. Smelled like a bottle of mouth wash puked on a urinal cake, but it lasted for damn near a whole day.
These days I rely on arnica gel. Might not be the best for nerve related injuries, but is great for any kind of bruising, pulled muscle, or general soreness. Absorbs quick, no greasiness, no funky odor. Current tube of the stuff came from Whole Foods, got it for like $9.