When my scalp gets burnt, a nice scratch can feel really good, despite the fact that it creates a pissload of flakes and stuff.
But the worst thing for a normal sunburn is just the pain when you touch stuff, be it sleeping, hot shower, etc. etc.
With a really bad sunburn, like the kind you get when you ski a several sunny spring days with no sunscreen and the after effects include patchy skin and painful chunks of roasted skin coming off