My son hates the "hot" feeling of menthol rub although it does help with his stuffy nose. Since he still sucks his thumb when he sleeps (and that seems to be when he gets most congested) I found that putting a small amount of vapor rub on the back of his hand works great and he's less sensitive to the menthol sensation there.
My (Asha's) only concern would be if he rubs his nose or eyes during the night.
Thoughts? Do you use menthol rub on your kids? How old are they? Where do you put the rub? Do you have a favorite brand?