Muscle Pain T/S: Heat Spray vs Cold Spray

You know there are these different "Sports Spray" that exist that provide instant relief to muscle pains? They seem to follow two philosophies: The COLD spray that gives your muscles a freezing sensation and numbs the pain; and the WARM spray that gives your muscles a burning sensation and numbs the pain.

Which is better/more effective? Or are they just the same but it's all just a matter of preferences? I think I've only ever use the WARM stuff once and i remember the effects being quite irritating.