Wintergreen is a good warming oil. That is why it is used in a lot of linaments.  Peggy Carey, the Zest Lady - peggycarey.com 

Some oils that are warming are ginger, thyme, geranium, clove and nutmeg. They generally are good for increasing circulation and injuries that require warmth such as sprains, sore muscles, cramps and exposure to cold.

Make sure you mix the oils with a carrier oil before rubbing onto your skin.