Most often people consider a warm down and stretching after a sport or work out to prevent the onset of muscle soreness. This type of soreness, called delayed onset muscle soreness or DOMS, is caused by microscopic damage in the muscle tissue during your activity. Contrary to common belief it is not the buildup of lactic acid in your system. With this in mind it is easy to understand any form of warm down or stretching afterwards will do little for the damage already done. It is a proper warm up that has been shown to reduce the delayed aches of exercise.
Other treatments such as ice baths are a bit more drastic. Initially they were thought to reduce muscle injury but have been found to affect the resulting inflammation and pain. There may be small gain from this treatment but is usually reserved for elite athletes.
Finally, for many years massage was thought to help "flush" out the lactic acid build up in muscle and help in recovery. Studies then found that lactic acid is not an issue as it it cleared from the body on its own within thirty minutes of stopping activity, and massage fell out of favour. Recent studies have shown however that massage may help with reducing inflammation in the muscle after heavy workouts, in addition to the obvious relaxation and psychological benefits.
When considering these recovery methods think of where you are in your training and competition and your goals. One of the objectives of training is to strain the body to have the body adapt and make gains in strength and endurance. For most people this is a good thing and the gains made are more important than the next performance. Advance recovery methods should be reserved for elite athletes in competition where schedules require a rapid return to peak performance. The exception being a proper warm up that goes a long way to minimize the muscle damage of exercise. Train safe, play hard and rely on proper rest for recovery.