Have you tried a TENS machine? It sends an electric current through the skin that disrupts pain signals travelling to your brain. It doesn't hurt, but tends to tingle a bit. I found that TENS had some effect on my pain, although the relief is localised to the area you apply the electrodes to. I find that a TSE machine is much more helpful, because the electric current is straight to the spine, thus easing pain from neck down. It doesn't take away my pain, but does help. I would recommend trying TENS first, though, as a TSE machine costs about £200, whereas you can probably pick up a TENS machine from a pharmasist for £25ish. Modfairy link to topic All about TENS machines.
Also, earlier in this thread someone recommended a heat pad similar to an electric blanket but much smaller, which I find brilliant. I have one at work to help with my back/pelvis pain when I'm sitting at my desk and another one at home to use wherever I need it. It's also good becuase it's flexible enough that it can be wrapped around say a knee. It's only £20 from Amazon too, so well worth a try.
Ciderpig, I was really surprised to hear about your problems with the TSE pads. I find mind last about a month and then tend to start falling off randomly. I'm assuming the tape you used was medical tape? I found that medical tape has been okay on my back when I had to tape TENS machine pads, but say physio tape used to cause the kind of red welts you described and bleeding wounds at worst. I wonder if pharmasists might supply different types of medical tape, with different properties to accomodate sensitive skin ets, but that's really the only thing I can suggest.