What are the best stretches for sciatica? Pain goes from tailbone through left buttocks down leg into left ankle. Is heat or ice better?

Core Exercises. Typically core strengthening exercises are the best to help relieve pressure and forces in the spine. I would try and google some or look them up on youtube to see descriptions. If you can do them yourself, wonderful otherwise ask your doctor to get a referral to a good physical therapist for further assistance. Ice recommended for 1st 48 hrs, then ice or heat is fine.
Hamstring stretches. Sounds like pressure on a nerve root in your back probably L5 or s1. Stretching the hamstrings may help but i recommend you see a physician and have imaging of the lumbar spine.
Sciatica. There are no real stretches for sciatica as that is nerve compression. See your physician or neurologist before you do anything to make it worse.