I have this really awesome ice mud pack that freezes (and microwaves) but it doesn't freeze solid, thus letting me mold it to my injuries. It also has a Velcro strap, so I can strap it on, and go about my business. It was expensive though, and once I wear it it takes several hours to refreeze.
If I want to ice it again before its cold, I either end up using an ace bandage to strap a pack of frozen vegetables to myself... or putting ice cubes in a bag and strapping that to my body... But I hate wasting the vegetables, and I hate the hard home made poky ice packs.
But I have just discovered this little gem.
If you mix one part rubbing alcohol with three parts water, and put it in the freezer, it will get really cold, but the alcohol will keep the water from freezing solid so you can mold it to your injury.
Stick in in a pillow case, or wrap a towel around it and tada, awesome ice pack.