For many years experts have gone back and forth about ice and heat. Which is better? The truth is both have their place. So conditions don't tolerate heat very well and ice may be more appropriate. Other conditions are the opposite.
In general, ice helps in acute injuries where their is swelling, soreness, and inflammation. The ice helps to reduce pain caused by swelling and inflammation. It causes an increase in blood flow to the area being iced which brings in more nutrients your body needs to repair itself. Left on too long it can do more damage than good, so exercise caution and ask your doctor for recommendations.
Heat is very good for loosening those tight, sore and achy spots we get. It also helps relieve that stiff feeling you get after a long day of working. Most of the time heat is recommended for chronic injuries because of this effect. The heat helps relax you and your muscles which takes tension off of bones and joints, making you feel relaxed. It is usually more comfortable to the wearer. However, it too can cause problems if left on too long or if it is too hot. So, be careful and listen to directions for your provider.
Whichever you decide try not to leave it on for more than about 20 minutes. Also be cautious about how you are using it to avoid skin damage. Often times deciding which to use comes down to a combination of what's going on, what's comfortable, and what works for you.