Actually, don't put ANYTHING on a burn until you've run cold water over it for at least 20 minutes for a shallow second degree burn (reddened and looks like it will blister) or 40 minutes to an hour for a deep second degree (blisters immediately) burn.
That will do the most for pain relief you can manage at home, and will cool the deep tissues, stopping the burn from progressing deeper...
AFTER THAT, put aloe vera gel, or better yet (but not as handy, or cheap, usually) a gel called "Burn Free" (I got it at a company called Emergency Essentials). It contains tea tree oil as well as other things and it is very, very good at stopping the pain of nasty minor burns.
A couple of years ago I was carrying boiling maple syrup (218 degrees- just a couple degrees short of "finished") up from the basement to finish of on our kitchen stove. Naturally, I tripped on a stair... and poured that boiling, sticky syrup all over me. I stripped off my soaked jeans fast enough that I only had first degree burns on my legs, but one hand took the brunt.. the entire hand was blistered, and the small and second fingers looked like boiled hot dogs. The pain was really indescribable. We didn't have health insurance, and except for pain relief, there wasn't much to be done with it at the hospital anyway.
I did have some codiene at home, thankfully. Took a double dose (60 mg)... which didn't do much except make me sleepy. And sat up all night with the hand soaking in a big bowl of cold water. As long as it was in the water, the pain was pretty minor. As soon as I'd take it out- agony.
About 2 am, it finally stopped screaming when I'd take it out of the water, so I applied the Burn Free gel and wrapped it all in gauze... the fingers had to be wrapped individually because they would have stuck together. It wasn't pretty. Took about 2 weeks to heal to the point where I didn't need it wrapped constantly, and another 2 for most of the swelling to go down and the new skin to harden. But there isn't a mark there today...
Summerthyme (Who doesn't carry boiling syrup up or down stairs anymore)