Sore No More!

Most exercise aches can be alleviated on your own, with some exceptions such as sudden trauma like fall or if pain lasts longer than 2 weeks. In this case, you need to see a doctor.
Otherwise, they are most likely to be non-serious injuries which can be treated by following the guide below:

• Lower Back (or upper butt). - this could be a Piriformis syndrome (a tight butt muscle) or a herniated disk (some are worse). As treatment, take an OTC pain reliever, rest when you feel sore, then hit the gym. See doctor if you have a fever, leg weakness or bladder changes. These may signal infections or nerve compression.
  
• Elbow - It may be inflammation of the lateral epicondyle tendon (tennis elbow) or the medial epicondyle tendon (golfer's elbow). Take an OTC pain reliever, and apply some ice on the affected elbow. Wear a brace to stabilize the tendons, and ease yourself back on course (or court).
  
• Knee - an inflamed or tight iliotibial band (IT band) is a pain you feel outside the knee. If it hurts around your knee cap it could be runner's knee-a wearing away of the cartilage under the knee cap. See your doctor if your knee is very swollen or gives out. This may sign a tear of the ACL or meniscus (knee cartilage).
  
• Heel - Plantar fasciitis is the inflammation of the connective tissue at the bottom of the foot, which helps support your arch. An OTC gel heel inserts may help reduce pain and swelling, and street runners may feel relief by switching to a treadmill or trail.
  
• Skin - It could be medial tibial stress syndrome or skin splints. Try switching to a non-weight-bearing exercise like swimming or biking for 2 weeks, and apply ice on the affected area for 20 minutes after each session. See your doctor if pain is localized on the outer edge of the skinbone. You may have a stress fracture.
  
• Ankle - It could be a sprain, which happens when the ligaments are stretched beyond normal range. Try the RICE method. Rest; ice for 20 minutes 3x a day. Compress it with an elastic bandage, and elevate foot above heart level as much as possible for 48 hours. If you can't put any weight on the injured foot, or if still swollen and painful after 3 days, see your doctor.