Combining abhiyanga and aromatherapy may be the very best self-treatment I can think of. Aromatherapy claims to work by directly affecting parts of the brain through our olfactory nerves - or sense of smell. Different essential oils are used and are said to have specific effects. The effects have yet to be scientifically proven, but then again, that doesn't mean that it doesn't work. And it feels good, so hey, who cares?
You can use aromatherapy in your own home by buying some essential oils specified for your needs. You can add them to a neutral carrier oil for self massage, or inhale them by adding drops to a bowl of warm water, bending over the bowl with a towel over your head to trap the steam and inhaling through the nose.
According to AltWebMed these are good oils to use for pain relief (copied from article at altwebmed):
Chamomile is an essential oil with very effective anti-inflammatory properties. It is great for easing the pain of headaches, migraine, neck tension and shoulder pain. It is also soothing for digestive discomfort, lower back pain and menstrual cramps.
Lavender is one of the best essential oils for pain relief. It’s great for relieving muscle cramps and strains, headache, neuralgia, Lavender can also help to calm nervous tension and to relieve mood swings.
Sandalwood is recognized in Ayurvedic medicine as being a very valuable essential oil for pain management. It soothes muscle tension by improving the circulation and is beneficial for back pain, neuralgia and sciatica.
Sweet marjoram essential oil has potent sedative effects. It also soothes muscle stiffness and cramp, improves circulation and eases the symptoms of rheumatism and osteoarthritis. It is also effective for treating headaches, migraine and menstrual cramps.
Vetiver relieves arthritis, muscle ache, pain, sprain and stiffness, but circulation so it helps to detoxify tissues. It balances the central nervous system and is beneficial for tension and depression.
Each of these oils, apart from lavender has a high potency so only 3-4 drops are required in a blend. They each mix well with citrus oils which are soothing or flower oils which help clear the mind.