Neosporin!!!! Best thing ever. I only use it for the big nasties, but if I put it on at night, the pimple is seriously reduced by the next morning. It's the only thing I've ever tried that actually works.
Toothpaste. The white, chalky-ish kind you would use for spackling holes (if you didn't have any spackle). Works amazingly well to reduce redness and swelling. And it's pretty cheap! (I actually have found it to work better than Neosporin for me; maybe because I have oily skin).
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"Good taste shouldn't have to cost anything extra." - Mickey Drexler
Rodan and Fields (in a magazine- the proactive ladies) suggest using a benzoyl peroxide treatment such as clearasil (which was mentioned) and hydrocortizone cream.
I have tried it and it helps using the hydrocortizone because you don't get as much irritation with the benzoyl peroxide.