Best bet, if your gym or club has one: A whirpool or Jacuzzi, preferably with decent jets.

Second best: Steam room or sauna. Sweat it out.

(I'm lucky - I go to a real gym, as opposed to a bourgeois fitness club, but they have both a whirpool and steam room. )

If none of the above are available after the workout, go with steelblazin's suggestion: hot showers and leg rubs. If you have a hand-held shower head with adjustable spray, set it on hard and give your legs a good going over.

But all of the above are best done immediately after the workout - don't bother waiting until the next day (think preventively, not correctively).