It depends on the reason for the pain. For bursitis, heat is contraindicated, since the area is inflamed and needs cold to help the inflammation decrease.
For pain caused by menstruation, nothing beats a heating pad, both for a backache and for cramps. They just make you feel better. They seem to ease the clenched muscles, and in severe cases, are sometimes about the only relief available.
A heating pad is also good for a pulled back muscle. Again, it helps relax the strained muscle, as well as the muscles around it. Nothing like a heating pad and a little massage for a strained back.