I don't have any links handy, but there are lots of good first aid articles out there on what to do if you get stung. A 50/50 mixture of white vinegar and water (or 100% vinegar even) is a good "standard" treatment for a lot of stings from nematocysts used by most anemones and fire coral. Lots of information out there about treating stings while scuba diving too.
I also strongly suggest you know what is in your tank and what to do if you take a shot from one of those little bugger! Basic first aid will help the healing process a lot, trust me. And hopefully you won't have an allergic reaction.