One of my favorite self-treatments for pain relief is going to a spa or a "hammam", a turkish bath.
Being weightless in very warm water can be great for my back pain, but because it can aggravate inflammation I have to be a bit careful. Good spas also have an ice cold dipping pool, and going from hot to cold water greatly relieves muscle pain by reducing muscle tension, improving circulation and supplying a boost of natural pain relieving endorphins and dopamine (which is also why I start my day with a cold shower).
These days a "spa" can be anything from a massage salon with a shower, to a total wellness center with heated pools with different temperatures, infrared light rooms, snow rooms, sound therapy rooms, saunas, steam rooms and salt water tubs. Whenever I travel I always check if there are spas in the area, and that way I have had some great experiences, with all time favorites being the ancient Turkish baths in Budapest, public baths in Sevilla, the blue lagoon in Iceland and the amazing Spa Vitalizee in Holland.
Usually associated with total luxury and expensive beauty treatments, entry to a good spa shouldn't cost more than 30-50 dollars, and for that price you can spend the whole day there. Just one visit every few months means a huge difference to my health and well being, and especially if you suffer from chronic musculoskeletal pain, I strongly recommend it.