I have tried the Utopia "female enhancement gel". It was more warming than anything, and the effect was good, though short.Made the clitoris very sensitive and more swollen. After the effect wore off, though, my clit felt less sensitive for a few minutes.
I like the KamaSutra peppermint, and even the Durex tingling sensation enhancement lubricant (green bottle) is pretty good. These both produce nice tingles and cooling sensations which increase with being blown on. Particularly nice in the summer!

In general, I'm not a fan of the cooling/warming/tingli ng lubes. I've tried a couple different types and I really just prefer a regular (no special effects) lube. I find it much easier to come if my mind's in the right place and I feel relaxed and aroused in other ways. When my clit's all tingly, I feel like it distracts me from the enjoyment. But you may have a very different response/experience and end up enjoying them!

I've heard Liquid V is a pretty popular one. I have yet to try it but it seems like it does what it says. I work in a sex toy store and women go nuts over that stuff. I plan on grabbing some soon.

I will have to say that all women are different, too. While some may enjoy a tingly/warming/cooling /etc. sensation others may not or might not find it stimulating. You could give a couple of different things a try and see what works best.