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Dixie Cup Version
If the injured area is small, fill small paper cups with water and freeze them. Massage the injured area with the cup by peeling back the top of the cup as the ice melts. The added pressure of your application can also be a good way to enhance the healing process.
You can make your own flexible, frozen gel pack just like they use in physical therapy - by filling a freezer bag with one part rubbing alcohol and three parts water. Seal the bag and put it into another sealed bag to prevent leaking. Freeze, use and re-use. Repeat. The slushy compound can be molded to fit your injury.
If you're traveling, carry a few heavy-duty freezer bags with you. Airlines, fast food restaurants and hotels will always fill your bag with ice. You might as well pack the plastic wrap too! It will hold your ice pack in place and provide compression to the injury. However, if it's a foot injury, a big sock works fine, and a shoulder can be taken care of with a tight t-shirt.
No excuses. Ice. Ice. Ice.