I got bit by a spider 3 days ago on my upper arm, its swollen, painful, itchy and red. Feels like its on fire sometimes, what should I do?

Did u see the spider. Did you see the kind of spider that bit you? Black widows and brown recluse spiders can cause serious bite reactions. I don't know what the circumstances of the bite were. You've received some good self-care suggestions, but your description of "on fire" and being swollen and painful makes me suggest you let a physician look at it today. Best wishes.
Local care. Most likely a local skin infection, warm compresses (20min 3x/day), analgesic like Acetaminophen (tylenol) and observe. If fever over 101 or other symptoms away from the bite site, see a health care provider. Unless you were working in good which had been recently moved in from the midwest to central southeastern us, very unlikely to be a serious spider bite.
Ouch! Sounds like quite the reaction! i worry that it's infected, which can be very serious. The best thing is to let someone see it, soon!