The best way to heal from injury is to prevent it from ever happening. There are many different injuries, with many different causes. If you often have problems with a certain area of your body, do some exercises to prevent the injury from occurring in the first place. Once you have an injury, make sure you are getting enough rest - this may require you to alter or lower your training, but it is better to be healthy than try to run through an injury. Communicate with your coach about any nagging pains that last for more than a day.
The best ways to prevent injuries are:
Some anti-inflammatory medicine will help injuries - just be sure the medicine is actually anti-inflammatory, not just a pain reliever. Ice the affected location at least twice a day for 15 minutes at a time - use a bag of ice, a cold pack, bag of frozen vegetables, or water frozen in a disposable cup.
IT Band (side of the hip or upper leg)
Pirifomis (pain and tightness in the buttocks)