There's been a discussion on this before if anyone feels like searching for the thread. Modalities all depend on your stage of healing. In my opinion, ice should only be used (if at all) to decrease pain and/or decrease acute swelling if it is potentially harmful to the tissues surrounding it. Heat should not be used on an acute injury and there really is no point in using ice in the chronic stage of healing unless it relieves pain. It shouldn't be used for more than 10-15 minutes typically (4 stages of cooling, once you get to the numbness aka 4th stage then it should be taken off). Otherwise you get the Hunting response causing vasodilation and the adverse effect.
Pgaspartan, I'm not sure a localized ice application would make the muscles shiver. Compression is an excellent idea though, along with elevation and movement to decrease swelling.
Jess818, I know what you're talking about with clinics always icing after treatments. I don't believe it is necessary for every patient to be doing that. I think a lot of clinics do it because it is almost like a 'standard practice' and it's just another thing they can do to make patients feel like they had a complete treatment. It's also another thing they can bill insurance for. In regards to other modalities, it all depends on what type of injury they have, what stage of healing, etc. to determine whether it could be effective or not.