Capsaicin, a natural compound found in hot peppers (it's what makes them hot), is an effective local analgesic that also may be good for our hearts and blood vessels because it lowers cholesterol (although we don't yet know how).
Topical capsaicin is often recommended for treatment of the pain of postherpetic neuralgia, a complication of shingles that affects the nerve fibers and skin. The symptoms are usually confined to the area where the shingles rash occurred and may include a sharp, burning or deep, aching pain, extreme sensitivity to touch and temperature change, as well as itching and numbness. Capsaicin also can be used to relieve pain due to muscle sprains and strains and to rheumatoid arthritis. It is available in various forms (lotions, creams, ointments and liquids) that can be applied to the skin. Some of these remedies are sold over-the-counter and others by prescription. Capsaicin works by depleting nerve cells of substance P, a neurotransmitter that is involved in sending pain signals to the brain. You rub the cream on the affected area of skin three times a day.
I don't know whether or not capsaicin will help you. Before you try it, I suggest that you see an internist for a good general workup to make sure that the pain you're experiencing is not a symptom of some underlying medical condition. If your checkup doesn't turn up a medical reason requiring treatment, give topical capsaicin a try. You should also consider addressing your symptoms via acupuncture or hypnosis.
Andrew Weil, M.D.