What are effective treatments for a painful heel?

Many: Physical therapy, stretching, splinting, anti-inflamatory medication, injection therapy, orthotics.

First, you need to: Diagnose the specific problem the most common causes of heel pain are plantar fasciits/heel spurs, achilles tendonitis and a periostitis (bone bruise) but there are many more. Go to a podiatrist to have it evaluated and then a treatment plan can be started. It may involve better shoes, orthotics, icing, stretching, cortisone injections and many other options. Diagnose first, then treat.