Expensive rehab leg brace for chronic pain

Patellofemoral pain (chronic thigh-knee pain) can be difficult to treat, even when exact etiology is known. Braces can be cumbersome, or anatomically do not (can't) do what is intended (i.e., realign the patella with the femur and pelvis.) Clinicians often settle for pain alleviation therapy, NSAIDS, or maybe an occasional injection into the joint.
In 2002, the Cochrane Group said this about the efficacy of the Protonics device: "This limited research-based evidence showed the Protonics orthosis at six week follow-up was significantly more effective for decrease in pain, functional improvement and change in patellofemoral congruence angle when compared to no treatment."
Sounds pretty legit. I would surely try one if my thigh hurt despite other interventions, and before some other interventions.
To present the flip-side argument: Protonics is an exercise device, I'm not sure that you HAVE to have one, or can you get similar benefit from other means of exercise. Also, keep in mind clinical study comparisons were done versus NO TREATMENT. The bane of research for many new medical contraptions is that they often tend to prove "something is better than nothing."