I love rice heating pads, and have since my Grandma made me several after I had surgery at 8 years old. The ones she made me were from socks that she filled with rice and sewed closed at the leg. Certainly an easy, cheap way with very little sewing. They can be stored however you wish, as they don't need to be in a fridge, freezer, or any sort of special place. To heat it up, place the rice heating pad in the microwave with a mug of water, and microwave for 1-2 minutes, or longer if you have an older microwave.
Shown to the left is a much fancier, prettier version specifically made to sit on your shoulders. The heating pad is sectioned off, so that the rice doesn't all bunch up in one place (aka, fall down onto the chest part). She also added dried lavender to the rice, which would make an amazing scent when it's heated. Lavender especially was a fantastic choice on her part, as it's quite relaxing. The tutorial is found at Crafty Endeavor, and shouldn't require too much sewing savvy as it's mostly just straight lines. The heating pad can also be made in any shape you want, tailored to whatever part of your body you need.