This is an ayurvedic self treatment that I find really nice, especially when I have muscle pain. Basically "abhiyanga" is a hot oil massage that you can apply yourself. It's good to do before having a shower or a bath, it increases circulation and aids relaxation, and at the same time you're blocking the pain signals by tricking your sensory system.
You can use a natural massage oil like sesame or apricot kernel oil. First heat the oil by placing the bottle or container in warm water for 5 minutes. When the oil is warm you start massaging it into your skin, starting with the face and head, moving down your body covering arms, torso, back and legs well. Gently rub your muscles using plenty of warm oil so you're absolutely soaked in it. When you are done, rest for a little while before you either shower the excess oil off or just pat yourself dry and leave a thin film on your skin.
A full abhiyanga also involves rubbing warm oil into the scalp, if you have long hair this might be bothersome, but give it a go once in a while, it is very soothing!