Is there anything that really works for fibromyalgia aside from medications? This was the subject of a systematic review of the literature, published in a peer-reviewed journal. After doing their review of articles, they came up with 25 randomized controlled trials. These are considered the gold standard of figuring out whether something works or not. It means that people are assigned by chance to either get the treatment or not get treatment, and that information about whether you are getting the treatment or not is not available to the person doing the analysis.
The studies covered exercise therapy, educational intervention, relaxation therapy, cognitive behavioral therapy, acupuncture, and forms of hydrotherapy. They found a lot of problems with the studies, with poor methodology, small numbers of people involved, and not enough statistical power to really give a good outcome. The longest follow-up was 16 weeks.
The bottom line from all this was that strong evidence did not emerge for any single intervention, although there was some good support for aerobic exercise. They ended by recommending more studies in the area.
Sim J, Adams N. systematic review of randomized controlled trials of non-pharmacological interventions for fibromyalgia. The clinical Journal of pain, volume 18 (5), September/October 2002. 324-336.
http://www.ncbi.nlm.nih.gov/sites/entrez?Db=pubmed&Cmd=ShowDetailView&TermToSearch=12218504&ordinalpos=5&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.Pubmed_RVDocSum