What is the best relief for arthritis in the knees?

NSAIDS. If arthritis is what you have been diagnosed with, then what kind is it and trying simple tylenol (acetaminophen) first for pain control or nsaids such as advil or aleive especially if there is any inflammation. If no benefit seek medical consultation so a proper regimine can be assessed for you.
Depends on type. There are a variety of different types of arthritis that can involve the knee. Depending on the type you have will depend on how you are treated. In general all of them will need an exercise program. The different types may need different types of medications, aspirations, injections, or even surgery!