First of all, inspect your pipes to see if they are just frozen or frozen and burst. If the pipes are just frozen the best method of thawing them out is to use a propane torch. But be aware! Never use a propane torch near a gas line, by flammable material, or on a plastic pipe.
When thawing with a propane torch move the flame constantly back and forth from the faucet end to the frozen area of the pipe.
It is best to use a flame retardant material or flameproof backing sheet when doing this. If the place where you want to use a propane torch is questionable then use a heat lamp or hair dryer instead.
If your pipe is located behind the wall you can set up a heat lamp at the location where it is frozen but never set it up to closer than a few inches away from the wall. To help determine the location of the frozen pipe go around the house and see which faucets and other water sources still work and not work then go back and trace the pipes to help find the location.
First of all turn off the water at the source to stop the water from spraying. If the water pipes bust but not spraying turn off the water at the source anyway just in case the frozen area breaks free. For quick temporary fixes, you can do the following.
If the leak is a small leak after turning off the water dry off the pipe thoroughly and wrap the area tightly with either duct tape or plastic tape.
If the leak is more severe and you need a stronger solution to stop it you can cut a rubber hose to fit around the area and secure it in place with tightly wrapped wire put on in a tourniquet style using pliers or get some hose clamps that are used on automotive hoses to do the job.