Therein lies the art of Indian cooking, to not kill the flavours with heat. Some chefs are better at it than others.
Best thing after spicy food is to eat or drink nothing that will spread the heat. Plain bread is a good option as the bread will absorb the spiciness. With the meal itself, I always order a plain naan. Of course, mileages will differ according to individual heat tolerances and pain thresholds.
Here's something I've often wondered about. Hot spicy foods seem to originate in hot countries - India, Mexico, etc. Why is that? I've heard theories about hot foods equalising internal body temperatures with outside temperatures. Seems a bit odd, that.