A great list of Alternative Pain Management Therapies from WebMD. I would pay extra attention to this part:
Risky Alternative Pain Treatments
Obviously, you need to be skeptical of any unproven or risky alternative pain treatments. What else should you be wary of?
Experts say you should keep your expectations for alternative pain treatments modest -- especially when it comes to "miracle cures." Controlling chronic pain is not simple. A single supplement, device, or treatment is not going to make your chronic pain disappear. Good chronic pain management usually requires time and the collaboration of experts, says Savage.
Savage says you also need to be suspicious of anyone pushing a treatment when the financial motive is blatant. That doesn't only apply to pain treatments advertised on dubious web sites asking for your credit card number.
"I think people should be careful whenever a person is making a living off of an untested pain remedy," says Savage. "So I'm concerned whenever I see providers selling their own expensive and unproven remedies. You need to be very careful."