Quick & easy - frozen corn or peas in small bags. Wrap in a towel and hold to the area. Black eyed peas work really well - they don't go soft when they thaw out and keep the cold a long time. If they thaw and are refrozen a number of times, they will start to smell a little funky, but they still work as acold pack. MARK your cold pack vegetables so you don't cook with them.
My favorite, especially for areas that need to be wrapped in cold packs: put 1 part rubbing alcohol and 3 parts water (1 cup alcohol to 3 cups water works well in a gallon sized zip lock bag, 1/4 cup to 3/4 cup for quart sized). I tint mine with a drop of food coloring so it is easily recognizable as "not food." Pour into one bag, then put that bag inside another with the closure opposite.
Freeze flat - wrap in towel and wrap around the area that needs to be iced. These packs stay malleable so you can form them around the affected area.
This last kind was perfect after my carpal tunnel surgeries - I could wrap one around my wrist and ease the pain without having to use any pain meds at all. I also used the gallon size ones after my recent back surgery - they not only chilled the incision, they also cushioned it. I used no pain meds after I got out of the hospital!