Neurostimulatory procedure: TENS (Transcutaneous electric nerve stimulation) is a procedure that involves using mild electric currents to stimulate certain nerve endings that, when stimulated, block pain transmissions. It has proven effective for many different types of pain and is both safe and noninvasive.
Acupuncture: This can be effective at treating both acute and chronic pain. Certain points on the body are stimulated with a needle. Stimulation of particular acupuncture points, or groups of points, can relieve pain in specific parts of the body.
Diathermy and cryotherapy: Diathermy is the use of a high-frequency current to generate heat in some part of the body and generate blood flow. The use of diathermy as a pain management technique includes the use of heating pads and hydrotherapy (such as a hot bath). Cryotherapy is the use of cold to treat pain (such as applying an ice pack).
Therapeutic exercise and massage: Exercise such as yoga, stretching, and other forms of gently moving the body have proven to be important ways to relieve pain. Massage can also be a way to manage pain.
Hypnosis is a method of distracting the patient so that they can focus their attention away from their pain. Its effectiveness varies widely and depends on the skills of the therapist.
Biofeedback is a method of providing information to a patient about their own physiology so that they can learn to control it. It is not clear what makes biofeedback effective when it works, and it is not known how widely used or effective it is in cancer pain therapy.
Relaxation and guided imagery techniques involve getting the patient to relax by talking to them and guiding them through images. Usually the patients listen to tapes, which allows them to do it when they want and where they want. Like hypnosis, it is based on distracting the patient so that their attention is focused away from the pain.
The above information is extracted from the websites:
http://www.globalchange.com/painreli.htm : Pain relief in cancer – analysis by Dr Patrick Dixon