Best thing is to get rid of whatever's causing the pain. Most of us can't do that - that's why it's chronic.

Strengthening excercises do help. People told me they would help my knees and I didn't quite believe how that could be so, but I did the excercises anyway, and got rid of most of the pain.

Heat helps circulation, and a lot of other things. (It will also increase swelling, so you must be careful.)

As for psychological methods, distraction does wonders for me when it comes to minor or moderate pain. I look for something that will take my attention away from dwelling on the pain. This doesn't work when you're trying to sleep.

A lot of people recommend meditation, and I would think it would be very effective. It won't make the pain stop, but it can help you deal with it. I've had intense pain at times, and sometimes felt like I, myself, was separate from my body. Sounds weird, but I think someone may understand this. It still hurt, but I didn't care about it as much.

As for heartburn, one of the silliest sounding things I've discovered helps is chewing gum. I have gasto-esophageal reflux, and chewing gum after a meal really does help. Stomach is acidic, saliva is alkaline... (Of course not eating huge meals and watching the fat content makes more sense.)