It depends. It depends on the course of disease, acute vs chronic, the level of pain tolerance, severity, and the cause. Some meta-analyses had confirmed the effectiveness for some types of pain such as pain in osteoarthritis, postoperative pain, and chronic musculoskeletal pain. It is more effective in chronic pain and sometimes aggravates the pain in acute injuries.
TENS. Yes they are very effective in combination with different modalities of tx.