A sty developed on a Friday and it was gone by the following Monday morning. I tried a few things: gold ring seemed to offer some relief, but temporary for me. I tried using a spoon, a remedy I found elsewhere, and it worked in combination with black tea bags.
Heat the spoon in a cup of tea and remove. Wave it around until it's not too hot to touch to your hand, then carefully cup over the affected eye, like half of a set of goggles so only the rim of the spoon is touching the skin. Once it cools, reheat in the cup of tea and repeat. Continue repeating until the tea cools and you can no longer heat the spoon to a warm enough temperature.
I guess if the sty is caused by a blockage of a pore or duct, then this therapy is like a mini-sauna for the eye and opens the pores, allowing the built up fluid to drain. I could tell when it was working because my vision became blurry in the affected eye - from the sty draining, I presume - and my vision cleared within 20 minutes or so.