The present invention generally relates to the transdermal delivery of substances, e.g., for warming skin. Some aspects of the invention are generally directed to formulations that are able to deliver warming sensations to the skin to the skin within seconds, as opposed to minutes as in certain prior art formulations. In some embodiments, the composition may include warming agents, such as vanillyl butyl ether, which have an onset time of less than 1 minute, in addition to more longer-term warming agents such as oleoresin of capsicum. Other components, such as menthoxypropanediol, may be used in some cases, e.g., to provide a cooling sensation in addition to the warming effects of the warming agents. Surprisingly, this may enhance the warming effect of the warming agent. In addition, in some cases, the formulation may contain a nitric oxide donor, such as L-arginine, which may increase blood flow in the skin, and/or a high salt environment to facilitate delivery into the skin.