I'm surprised people have forgotten the RICE thing that was so popular a few years ago... It was like stop drop n' roll or something...
Rest
Ice
Compression
Elevation
Of course C and E are only for immediately after the injury, but it's an easy thing to remember anyway... And that hot-cold method that robbf mentioned works GREAT... Trust me, I've got a bad left ankle and a bad right wrist, I use it a lot.
