I use only the gel Biofreeze. It never turns hot. I've never used the spray, so I don't know what it does. It may have less menthol in it, for example. It appears that Biofreeze gel has more menthol now than before:
http://www.biofreeze.com/page/en/faqs-consumer.aspx
http://www.drugstore.com/biofreeze-c...pump/qxp393013
It also appears that herbs have been added.

The spray appears to have higher menthol--10% probably because of the spray delivering less than a gel would.
http://www.drugstore.com/biofreeze-p...ilex/qxp154726
I don't know how the herbs would be, as I still have my older formula. ( I don't use or need it as much as I did before).

But things like IcyHot do have a heat component somehow as they advertise that. I think the sensation of heat comes when the menthol wears off. You don't really get "cold"...it is the menthol stimulating cold receptors...eventually that wears off and the overfiring heat ones then start up again.

LEF is a good company. But they tend to be expensive. Sometimes their labels are misleading in content..that is why I don't recommend them.(specifically the lipoic acid one.)