I do not have CFS but I do have endometriosis. A condition that causes severe pain, increase period problems (severe cramps, out of control flow, etc). It also caused anemia, due to the heavy flows and terrible fatigue. The fatigue was caused by the anemia which was due to a lack of iron from the heavy flows, and the increased pain/cramps which took a lot out of me.
I have also read that CFS may be caused by a deficency of B vitamins. So perhaps you should get checked for anemia and if you have a deficiency of B vitamins. Or maybe you can take a B Complex supplement and see if that helps at all. I would also recommend getting checked for endometriosis, the only problem is only laparoscopic surgery can find it. I happened to be a 'lucky' person, mine had formed cysts that were big enough to be seen with ultrasound, but usually endometriosis does not form cysts except in the latter stages.
As for what did I do to feel better? When the pain struck all I could do was lie down. I would try to listen to my favorite music. Once the pain died down, I tried to go to sleep. I also took Advil but it didn't seem to work much, but did some. Also warmth on my tummy helped relax me.
Even now when I suddenly feel heavy fatigue coming on (a sure sign of pain to follow). Even though pain hasn't come yet, if I take Advil when I have the fatigue and no pain yet, I will start to feel better. That is the best way, stop the pain, cramps before they start.