I use a tens machine purchased from Boots some time ago to help with my back problems. Basically it is a very simple piece of apparatus and a cheap model can be as good as the very expensive one. I think the basic difference is in the amount of automatic control.
You can of course use them to relieve pain in many other areas but you do need to be careful how you use them as they can really "make you jump" if you set them at too strong a level.
I'd try with a cheap good reliable brand name to begin with and see how it goes.