The easiest and worst way to combat phantom pain to fill yourself full of medication. Drug dependency can actually cause phantom pain to increase, rather than decrease. Get a little exercise. Anything to get you physically active, even if it only during the times of the pain. Contract and hold the muscles in the stump for 5 seconds, then release them slowly.
Massage does wonders for overall relaxation and stimulating circulation.
If a full body massage is not available, try just massaging your stump. That will not give you immediate relief, but it might help for long term management. Get in the hot tub. Take a warm bath. Use a shower massager.