If you get sunburnt, one of the best things you can put on it is aloe vera. If you have your own aloe plant, squeeze some on, and if not, buy some aloe vera gel. I like Natural Instinct Pure Aloe Vera Gel, which is 98% aloe vera. It's $12 for 125ml. Sukin also makes an aloe vera gel, but I tried using this on a burn I had from the iron, and it stung because of the alcohol in it. So I prefer the Natural Instinct gel.
Also, you could try using a specific after-sun product, like Bod Frangipani, Aloe & Cucumber Body Butter, $46.50 for 470g. This is designed to cool the skin after sun exposure. Another option is Dr Hauschka After Sun Lotion, $29.50 for 100ml.
I got very mildly sunburnt when I was in Australia. Fortunately there was no pain or peeling, but the sunburnt areas got very dry and a bit flaky, so I used Ecostore Baby Nappy Balm on these areas, and it helped a lot. The nappy balm is $11.95 for 60ml, although you can get it for a few dollars cheaper than this if you buy it at a supermarket instead of at a health store or online.