Distraction method. When we do D&Es in the OB-GYN clinic (can be quite painful as we routinely do them with simple local anesthesia and nothing else), my job is not only to pass instruments off to the MD and monitor the patient, I also chat up a storm with the patient. I warn them beforehand, "Just tell me if you want me to shut up," but then I ask a billion questions about their lives and converse with them... nothing too personal. I've never had a patient ask me to stop, they have always appreciated the distraction.
My attending told me she once had a patient ask to be sung to. The doc sang her a lullaby. It may be difficult to do on an ambulance when the pain is unplanned, but we've begun suggesting our patients bring Ipods to their procedure so they can listen to their music.
I also try to coach patient's breathing, much like you would with someone who is hyperventilating or experiencing an asthma attack. Patients in pain tend to hold their breath or breathe rapidly/shallowly.
If I have a medical student or resident handy, I have them offer the patient two fingers to squeeze (I typically can't do this as I'm busy passing stuff off) If you give them your whole hand they'll crush it, but even the burliest patients can squeeze your two fingers with all their might without causing you discomfort.