The last (semi-decent) burn I got was after I pulled a pan out of the oven with my side-towel, then COMPLETELY forgot that I had just pulled it from there and grabbed the handle with my bare hand. Needless to say I was regrowing my finger prints for a while after that.
In my experience, the WORST thing to do with burns is to cover them up with some kind of gel. That holds the heat in and can make the burn worse. If it's serious, you want to sap the heat out of it asap. If it's not, work your way through it and get used to the sensation.