If it's a sudden injury, it is best to apply ice first to reduce swelling and inflammation. RICE treatment is a common approach that involves rest, ice, compression and elevation. After a few days, you can switch to heat to increase blood flow to the area and promote healing. However, every person is different. If you feel that ice helps you better than heat, then there is nothing wrong with continuing to ice. But be careful not to ice before dancing or stretching, because you want those muscles to be warmed up to prevent re-injury.