Take a cool shower or bath to ease the immediate pain. This will work while your skin is cool, but as soon as you get out of the bath/shower and your skin warms up again, it will hurt.
Apply skin moisteners or special after-sun lotions containing aloe to the burnt area. These lotions will moisten the skin and promote more rapid healing. This is perhaps the most important step, and should be performed daily and after bathing.
Drink lots of water and eat a healthy diet. Your body is working hard to relieve your sunburn, which is why it feels warm to the touch. Make sure you are properly hydrated and fed to help your body do your job. Nothing special is required beyond 8 glasses of water a day and some nutritional meals. The main concern is that while on vacation or other places where sunburns occur, people are out in the sun and won't drink enough water, or will eat junk food all day and not eat anything nutritious for their body.
Wear lose-fitting and light clothing, so that you do not irritate your skin further. This will ease the pain and keep your mind of your sunburn. Light cotton shirts and cloth pants are perfect.