I just battled for weeks a thrush that I had let get WAAY out of control. I was so seriously desperate that I ended up doing just about anything anyone will advise you to do. This is what I found out:
www.drjacknewman.com is a WONDERFUL website with just the greatest advice. He will recommend an ointment that is a step up from the homemade version that someone already told you about. I already had that homemade version, and it wasn't working (remember, my thrush was BAD). If you e-mail him he will answer any questions not already answered in his articles and he will send you a prescription for the ointment. It will have to be compounded at a compounding pharmacy. Medicap did mine for $34. If your thrush is not yet unbearable, you may want to try the homemade concoction first, as it may do the trick for you. But really don't mess around with this one. It can really get ahead of you.
I agree with the advice on Melalueca. I don't use that brand, but I always keep tea tree oil on hand. I put a few drops in a small container (about 1/4 cup) of water and used it on my nipples after each feeding, and thought it really helped finally wipe the thrush out. I also read that raw, unfiltered apple cider vinegar would do it.
The gentian violet has long been the "standard" natural treatment for thrush and is said to be powerful against it. I did use it, and it probably helped really begin to kick the stuff--it's hard to say for sure. But be warned that it is a real mess. I still have a purple bra or two and a spot on my p.j.'s that is fading with each wash. I was pumping at the time and it turned the milk blue. It gets you when you've let it dry and you think you're safe, then you nurse or pump or whatever. The milk runs over the purple nipple and picks it up and stains whatever it hits. I think it does eventually wash out, but just watch out if you choose to use it.
You will be told also to be meticulous about sterilizing anything that may come in contact with your nipple or your baby's mouth and to treat baby, too (though I'm not sure what Dr. Newman says about that). Reinfection is a real problem with thrush, so you have to make sure you're not continually bringing it back.
In case you don't read Dr. Newman's articles, the last line of defense is oral diflucan. He says to use it if none of the other treatments work. And no matter what else you do, acidophilis is really important--keep it up long after the thrush is gone.
I'm sorry I don't have much help for the pain itself. I wish I did--it really kills. Breath deep, bite your lip, and remember it will go away soon, I guess. Oh, I just remembered someone told me she used to put orajel on her nipple before she nursed. It helped with the latch on. I don't think it was for thrush, though and I don't know if it's a good idea. Maybe if you got really desperate...