Each person deals with physical pain in a different way, as pain is unique to the individual. I can speak only for myself.
As one who lives with (note that I did not say "suffers from") rheumatoid arthritis, osteoarthritis, palindromic arthritis/rheumatism, and fibromyalgia, I can say with all honesty that pain is my constant companion. There are days when I wish the pain would just go away, but that is not going to happen. To help control my diseases and alleviate some of the pain and inflammation, I take prescribed meds for the arthritis, such as methotrexate and prednisone. Neurontin helps with the nerve pain of fibro, while Tylenol and ibuprofen pick up the slack where the others leave off. Currently, I have chosen to not take narcotic pain relievers, but I confess this is becoming more difficult as my condition deteriorates.
I suspect you are asking not what meds we use, but what coping techniques we employ. That varies for each individual. Some people are very stoic and just "power through," while others, like myself, require "a little more."
One of the best techniques I have found is music. I can lose myself in it, and completely forget about the pain. I prefer uplifting, spiritual music (yes, I'm referring to Christian music) because that is what I most enjoy. It calms me, and is quite soothing. However, there are times when I need to get my butt moving and accomplish things beyond my normal routine, so I pull out the big guns. Would you believe, at these moments, I power through the pain and pick up speed by listening to hip-hop? It's true, and that's my dirty little secret. :)
Hot baths used to help, but I can't get into a bathtub anymore. To compensate, I relax in my recliner, moist heat (not dry heat) pad draped over my most aching joints, snuggle under an afghan and sleep for about an hour, sometimes more. Adequate sleep is vital for pain relief, and it's OK to nap or relax to achieve this.
Meditation is useful, as is prayer. Some people use massage, biofeedback ... whatever works for you. Scented candles, especially lavender. I don't know what properties lavender holds, but I've found a lavender-scented powder that I use at bedtime, and my sleep has greatly improved.
It's an old saying that laughter is the best medicine, and it's true. Comedies, humorous books, etc... one can never laugh too much, too long, or too often.
I find that aesthetic beauty improves my home, which lifts my spirits. I'm not talking about purchasing artwork by the great masters. I love to haunt thrift stores and little out-of-the-way antique shops for those little treasures which will work well in my home, and pick up my spirits. This is my hobby, something which gives purpose, beauty, and joy. I highly recommend you take up a hobby, something fun, and which will produce the necessary results to help give you a sense of purpose and satisfaction. Something to look forward to.
A proper diet is important, as is exercise. I do understand how difficult exercising can be with chronic pain, and confess to no longer doing this as often as I should. However, I am not sedentary by any means, and keep active around the house. It's important to find a balance so as not to overdo (and make the pain worse). I alternate periods of relaxation with activity, and now that spring is approaching, cannot wait to get out on my porch. Moments of down time include sitting on the porch, watching the birds. This is also where I will work sudoku and other puzzles, to help keep the mind occupied/sharp. While on the porch, I also enjoy reading, especially spiritually uplifting books.
In the past, I've also gone for counseling. There is so much stress and guilt associated with chronic pain and illness, especially guilt associated with how my diseases affect my family (I am a single mom). Through counseling, I learned to drop the guilt and adopt a more positive attitude. I also learned to give myself permission to take care of "me" first for once, because, if I do not take care of myself, then I cannot take care of my children.
I've also found physical therapy to be helpful, especially water therapy done in a heated pool. Unfortunately, I am no longer able to take part in this, and it was something I really enjoyed. While in the water, I felt absolutely no pain whatsoever.
Last but not least, I've found that helping others helps me. Some people might take great satisfaction in volunteering, while others find benefit in contributing to charity. Whatever works for you.
I hope I've helped in some small way, and that you are not in too much pain. Only the best to you, and my apologies for the length.