As those who have read the article referenced in my thread above will appreciate, "While you have no doubt heard that peeing on a jellyfish sting will help, a number of respectable dive medicine/dermatology experts think it an old wive's tale and may, in fact, cause nematocysts to fire. Additionally, if one has a urinary tract infection (women are particularly susceptible to occult UTIs), the urine could introduce bacteria into the wound."
In case you do not wish to take the author's word for it, here are some other recognized sources:
1. "The down side of applying anything you happen to have handy is that some substances may do harm. In laboratory tests, urine, ammonia and alcohol cause active stinging cells to fire. Therefore, applying these things has the potential of making a minor sting major."
http://www.susanscott.net/OceanWatch1997/jan06-97.html
2. "Urine is useless against pain from jellyfish sting."
http://www.susanscott.net/OceanWatch1999/mar22-99.html
3. "Urinating on jellyfish stings, an old folk remedy, has been proven to do no good and with some species may cause further discharge of venom."
http://nursing.about.com/cs/firstaidemergcy/ht/jellyfish.htm
4. It is not a recommend treatment per world renown dive medicine expert Dr. Carl Edmonds in his book on "Dangerous Marine Creatures."
I did find your recommendation of immersion of the affected area in hot water to be a worthy addition. Studies have shown this approach to be quite effective with a variety of marine envenomations, especially with sea urchin & venomous fish punctures, and jellyfish stings.
Best regards.
DocVikingo