Swearing, if it's bad enough or super sudden, like stubbing my toe.
Mostly, though, I try meditative breathing (oxygen is your friend!) and various mantras depending on the pain.
It's amazing how peaceful, positive thoughts help. Got the idea from a new-age-y book my BF's mom has. Different ailments have corresponding psychological causes and a positive phrase or "new thought pattern" to say to yourself to change it. I don't really believe in it, but every time I look through the darn thing it's right... o_o Granted it can't cure cancer or anything, but at least it helps make you feel better about stuff.
TL;DR
-Breathing
-Relaxing thoughts