You've asked a question researchers have been asking for the last few years. Many studies show little or no benefit from non-steroidal anti-inflammatory drugs and steroid injections. The role of physical therapy is just now coming under closer study.

A group of doctors in Turkey reviewed the use of ultrasound (US) with soft tissue disorders of the shoulder. They divided patients into two groups. One group got US, a form of deep heat. The other group had a "sham" US (the machine was used but never turned on). Both groups also received hot packs, electrical stimulation, and exercise.

There was no difference in results between the two groups. Results were measured in terms of pain levels, motion, and function. Other studies are needed to compare US with exercise or electrical stimulation alone to know for sure what works and what doesn't.