Anything can/should do for sciatic nerve pain? It is not bad enough to warrant anything like surgery, but don't want it to get worse.

Conservative first. Sciatica is a pain radiating into lower extremities. Typically impingement of nerves exiting the lower spine causes this. Less common is impingement of nerves after they have exited the spine and in buttock area. Mild cases cases can be observed & treated conservatively with medication and physical therapy. Persistent pain and if there are nerve symptoms require further workup (e.g. Mri).
Work with a PT. I would suggest working with a physical therapist. He/she can recommend a good exercise program for your back that will minimize or get rid of the sciatica. If you have any of the following, numbness that is not going away, weakness of your leg that is causing problems with walking, problems with your bowels or bladder, you should see a doctor familiar with the diagnosis and treatment.