As a physician I have no qualms about giving medical advice
so here it is.
1) Everybody's knee conditions will be slightly different; it really is in your interest to have a specialist (orthopedist) examine you, get XRays, MRI, etc to try to delineate the source of your pain problem
2) Based on that, any of the above mentioned treatments (oral non-steroidal anti-inflammatory meds (Diclofenac, Ibuprofen, Celebrex, Arcoxia, etc), corticosteroid injections into the joint, hyaluronic injections, various preparations of stem cell injections, etc are all shown to work in some people but not in others.
Be careful of the "anecdotal fallacy" where one person's experience (an anecdote) is generalized to pertain to a larger population ~ that is NOT the case. "X medication worked for me, so...." Or "Y treatment caused me to have this reaction, so..." Those are of limited value and are often misleading. You really have to look at studies done on large numbers of people ~ some will get relief, some will not, a small percentage will have an adverse reaction, etc....
3. Strengthening the muscles, etc around the knee can work wonders to relieve knee pain, even in osteoarthritis. Step ups, squats, lunges etc are *not* necessarily off limits but again, you need to be under the supervision of a qualified physical therapist or exercise physiologist or athletic trainer. Many orthopedic docs do not ascribe to this but I can tell you it definitely has value.
4. Dietary changes. Anti-inflammatory diets (and what's the definition of that?
) do work. One example would be a strict vegan diet and no gluten (some include no alcohol or caffeine for no good reason that I have ever heard but keep them in small quanities). Try 5-7 days on that diet. It can be miracle working but is hard to sustain.
My advice is seek a good professional to establish the degree of arthritis, etc, pick a plan to follow, do good PT and exercise for the knee, try dietary changes. And recognize that the plan you begin with (oral medications, X injection, Y injection, etc) will be trial and error; you will change the plan as you see what works and what doesn't. Try not to spend too much money (exercise and dietary changes are perhaps the least expensive and the best for you)
Good Luck!