It depends on the type of pain you are experiencing. If OTC pain medication or prescription pain medication is not helping, then maybe a hot bath or sauna to help relax and to meditate. I have heard some people say that meditation and relaxation helps. Not knowing the exact cause of your pain limits the advice we can offer for you.

It depends where the nerve pain is located. As a general rule, a pain medication helps but if this is a sciatic nerve that keeps bothering you a lot there are some rubber balls or a foam roller which can be placed right where you feel the pain and then try to do kineto-therapy exercises while sitting on it. The pain is naturally relieved at least for a while.