When dealing with a frozen water pipe, what is the best procedure to follow?

Warming the pipe starting from the faucet is the most effective procedure when dealing with a frozen water pipe. This approach allows for a controlled thawing process. By beginning at the faucet, you help ensure that the melted ice has a clear path to flow out, reducing the risk of pressure buildup that can lead to bursting the pipe. As the water starts to flow, the melting ice is alleviated, which helps in gradually relieving the obstruction without causing damage.

Cutting the pipe and replacing it is a more drastic measure that typically isn't necessary unless there is irreparable damage. Turning off the water supply is often a precaution; however, it won't resolve the freezing issue and might hinder the thawing process if you're not able to release the pressure. Insulating the pipe with blankets can be helpful as a preventive measure, but it does not directly address the immediate problem of a frozen pipe, making it less effective in this scenario.