Moist heat, in particular, provides relief from Arthritis pain because it dilates the blood vessels and increases oxygen and blood flow.  It encourages your muscles to relax around the joints.  Many doctors recommend starting your day with a heat compress.  Heat therapy can be achieved by taking a warm bath or shower, or soaking in a hot tub for at least 15 minutes.  If these methods are not preferred, moist heating pads (available at most pharmacies) provide temporary relief.  Always check the temperature before applying to the skin; you do not want to burn yourself.  If you have access to a hot tub and pool, you may respond well to 10 minute rotations in the hot tub and cold pool.  For example, take a dip in the hot tub for 10 minutes, then switch to the pool for 10 minutes, and repeat.