I appreciate this differs depending on what exercise you're doing but after a good run or cycle on the Weekend i usually follow this. (please let me know if i'm missing anything)
I normaly stretch for a good 10-15 mins before hitting the shower. At the end of the shower i turn off the hot water and give me legs a good blast of the cold for about 5 mins. I'll then change and use the foam roller on my hamstrings, quads, and calves.
After consuming some food and fluids i normally take an ibuprofen before icing any sore areas. Finally i take a nap if it's not too late to help my body on it's recovery.
I'm not an epxert but by follwoing the above i've significantly reudced how much i ache the following day.