Most of the studies looking at the use of topical capsaicin for pain relief, use a 0.025% capsaicin cream as recommended in the British National Formulary (BNF).
If you suffer from a painful condition such as osteoarthritis, you can ask your doctor or pharmacist to prescribe you a 0.025% capsaicin cream (brand name “Zacin” in the UK), or you can find something online or over the counter.
Unfortunately, I couldn’t find a capsaicin cream measured to 0.025% online or at the shops in the UK. However, there are a few I found that seem to contain enough capsaicin to give you that burning effect, such as this one and this one. Your options are more diverse if you live in the USA, there’s this one, this one, and this one.