--alpha lipoic acid, and now the isomer R-lipoic acid, have been used for neural pain symptoms, especially from diabetic neuropathy, for many years in Europe, particularly in Germany, where it is a prescription substance.
It has both considerable anti-oxidant and serum glucose lowering properties, and a lot of people (though certainly not all) have reported reduction in neuropathic symptoms while taking it, particularly with burning. Among the studies I've seen, though, the effect tends not to be prominent until fairly high doses of alpha lipoic (1200-1800mg/day), and there is a greater effect if it is administered intravenously (which is not likely to happen in the US). That's part of the reason why I now take 100mg R-lipoic each day--the efficacy is supposed to be in the range of a 6:1 to 10:1 ratio--the equivalent of 600-1000mg alpha lipoic; I'm looking to get near the recommended dosage levels without having to take a ton of pills (which can have an acidic effect).
See:
http://www.ncbi.nlm.nih.gov/pubmed/1...ubmed_RVDocSum
http://care.diabetesjournals.org/cgi...acare;26/3/770
http://www.ncbi.nlm.nih.gov/sites/en...indexed=google
http://www.ncbi.nlm.nih.gov/pubmed/1...ubmed_RVDocSum
http://www.ncbi.nlm.nih.gov/sites/en...indexed=google
There's a lot more--and not just about neuropathy--regarding this substance; it's been promoted as having salutary effects on metal detoxicity, cardiac regulation, a number of other conditions.