Arnica salves work pretty well for me - I do prefer the thick, ointment type of application. I mean - they're not some miracle cure regrowing torn cartilage or ligaments, but they do make sore joints and muscles feel better for me.
One of my favorites is "Sports Remedy Arnica Salve", which is EVOO, Arnica leaves and flowers, Passionflowr, Yucca Root, Beeswax, Cocoa Butter, Vitamin E oil, Rosemary, and essential oils of Cedarwood, Clover, Ginger, Lavender, Marjoram, Pine, Rosemary, Sage and Thyme. It smells really good (to me anyway) and the texture of it requires some decent rubbing in to the sore joint, which is think is always beneficial as well. I do think there is benefit to using arnica, and even if not, self massage of a sore joint seems to help with inflammation. And it smells nice...