I can't seem to find a link to the article, but I recall reading one recently in which people were given the same painkiller but told that it the price anywhere from $0.10/pill to $10/pill (or something along those lines). People taking the "expensive" painkillers rated their level of relief much higher than those taking the "cheaper" pill.
Sure, in some situations (Cancer, AIDS, etc) we may want to do away with a placebo group, but they are still very useful in many situations.