What are all the first aid items needed for strains and sprains?

Materials from a typical first aid kit would be quite helpful...

1 A splint from a drug store, but you can use anything rigid, even a thick magazine.
2 Ace (compression) wraps, 3" and 4" ones are best
3 Ice packs
4 tape (athletic, surgical, stretch)

Something the splint the body part with, like a stick, and something to help wrap and secure the body part. Or, you can use a small blanket folded up instead of the stick and wrap it around the body part and then secure it with some kind of wrap until you can get to a doctor or drug store to get a real splint.

A splint or two(pieces of flat wood)
Cold Spray
4 Triangular Bandages
3 Crepe Bandages
Some Ice in a small plastic bag
Handphone(to call for an ambulance if its very serious)

A stretcher is optional

Split of some type, cravats, ace bandage, tape and ice.