I workout two hours a day, Pilates daily and then every other day with cardio and weights. I get sore with all the workouts. When it's just muscle soreness, or DOMS, I like it because it reminds me that I pushed myself and achieved what I wanted and that under all my fat layers there are muscles waiting to come out. If the muscles are too sore for me to get to sleep, then I'll take Motrin. I drink lots of water too, make sure to eat plenty of veggies and protein too.
But if it's joint pain, that's a red flag to me. I can't ignore that because I've been working out too long to let myself lose another day, week or months due to a more serious injury.
For me, foot, shin and knee pain mean I'm not wearing the right shoes and/or I haven't warmed up and stretched out my feet/legs properly. It means I'm pushing myself too hard. Running or walking to achieve a distance is not part of my definition of success. I do it till it doesn't feel good any more and I start losing form. Form is everything!
If my rotator cuff is feeling trashed, then I know I am screwing with my form and I need to back down on the weights and stop letting my traps and other muscles in the vicinity take up the slack, until my rotator cuff is all better. Right now, I'm only using 4 lbs dumbbells to work my shoulders, lateral raises only up to shoulder level, with shoulder blades down in back and flat. Also doing exercises to stretch things out and rehab the area. I am still capable of pumping 20 lbs. bicep curls and even for triceps. I just can't take that up top at all.
Things that help me recover, Motrin and ice, drinking water and adequate sleep. And good preventative work that strengthens the joints and ligaments, like Pilates. Pilates is different from yoga. Yoga is all about getting really bendy and stretchy. Pilates is about building strength within natural human range of movement.