Hot water works well, but I would like to share my method.
Sometimes it can be tough to get the infected body part under running water. Also, some parts of the body are more sensitive to heat than others, so you are not going to be able to stand a hot shower as soon as it is too much for your most sensitive area. Sooo....
Take a hand towel (bigger than a washcloth). Wet it with warm water, fold it up so you are holding it like a softball. Shut your sink and start filling with hot, hot water. Dip just the bottom of the towel in there, shake off loose water and apply.
The advantage of this is you have greater control over the amount of heat you are applying (I developed a nice "roll" technique from the cooler part of the towel to the hotter part); you can limit the discomfort to small areas; and it is easy to just pull the cloth away to cool down (no risks of scalding by fumbling with shower knobs.)