If you have these symptoms, use an epinephrine shot (Auvi-Q or Epi-Pen) if you carry them with you -- always have two on hand. Then call 911 immediately. You still need to go to the hospital, even if the shot seemed to work.
Use the epinephrine auto-injector if you have any symptoms of anaphylaxis. Even if it turns out to be something else, using the medicine as a precaution won’t harm you.
If you've never had a severe reaction to a sting before, and you just have itching, redness, and swelling right around the sting site, but are otherwise OK:
Cool the hurt area with ice off and on (10 minutes on, 10 minutes off). Use a towel. Don’t put ice directly on your skin and don’t use heat.