Say what you want about religion, but science says it can literally take your pain away. Researchers found that devout Catholics are better able to handle electrical shocks than atheists or agnostics, at least as long as they're looking at a picture of the Virgin Mary.
We'll stick with Vicodin and sloe gin.
Participants of all beliefs were told to look at two different paintings while their hands were being shot up with electricity. Those of the Catholic faith reported less pain when looking at a painting of the virgin mother as opposed to a painting of a random lady by Leonardo da Vinci, while the atheists and agnostics did not feel any pain relief no matter what painting they looked at.
It seems, this is more than just your run-of-the-mill placebo effect. The religious test subjects showed increased brain activity, while non-religious subjects had no increased brain activity. In other words, while the pain relief might have all been in the subjects' minds, looking at the painting actually did decrease the amount of pain they experienced, which is more than can be said for most holistic medicine practices.
Whereas grilled cheese sandwiches and cotton balls tend to just piss people off.
Alcohol is also a good painkiller. See how in The 6 Most Surprising Ways Alcohol Is Actually Good for You. Or learn what else music does for you, in 7 Insane Ways Music Affects The Body (According to Science).