I understand why doctors are reluctant to prescribe opioids for chronic pain for patients who are not in hospital. I've been addicted to codeine for years - I think it's one of the mildest opioids, but I get very ill if I don't take it now, and see classic addict characteristics in my thoughts and behaviour, even though I've never taken an illegal drug in my life, don't drink alcohol and have never even smoked a cigarette. Your body will become addicted to them no matter how much will power you have and even if you take them only for pain relief and not because of the effects they have on your mood. You will become tolerant - every time you take them you will need higher and higher doses to achieve the same amount of pain relief.
People typically develop some tolerance to codeine after three consecutive days of use. Taking breaks may lower tolerance again, but unless you plan to use them only for short periods (a day or two at a time) followed by weeks or months without, it will be a problem, and for some people even after months without they will still be significantly less effective.
I also had a few days of oxycodone when I was in hospital recovering from surgery. It's a much stronger painkiller than codeine. The withdrawal was so bad I wished they'd just let me go through the pain in the first place (and I have had major surgeries with no pain relief before, so I do know what that's like too!).
That's not to say I disagree with the use of opioids in any chronic situation; I have come off codeine completely a few times, and feel that I'm better off on it, even with its downsides. It's also true that they have different effects on different people, both in terms of their benefits and problems. But my situation isn't typical, and I think it's right that doctors avoid prescribing them until they have tried every other option - including seeing if the patient can cope with living with their pain. What I don't understand in your case is why your doctor would give you something that's equally addictive: can you ask your doctor about the reasons behind that decision? The only reason I can think of is that opioids affect the digestive system and can be dangerous in certain circumstances, including some cases of Crohn's.
I would make sure your doctor knows all the details of your situation, exactly how bad the pain is, the type of pain (if possible, also test results that show the cause of the pain) and all the things you've tried so far, so you know he's not refusing you purely on principle. If you feel that is the case, consider a new doctor, but keep in mind that though you don't care about addiction now, you may do later, especially if you end up addicted but still in pain because you've developed tolerance to the pain relief effects.
As for other forms of pain relief, that really depends on the cause and nature of the pain. Are you on any other medications? What type of pain do you have?