I would suggest taking a look at this thread
that discusses Neurodegenration from Mitochondrial Insufficiency. As you may know, our mitochondria are the energy powerhouses of our cells. My guess is that MS fatigue is largely a result of this deficient process in MS patients.
Personally, I take a cocktail of 1200 mg of Alpha Lipoic Acid, 1200 mg of combined EPA + DHA, 1200 mg of combined Acetyl L-Carnitine HCL/Acetyl L-Carnitine Arginate, 300 mg of GLA, and 600 mg of N-Acetyl Cystein. I take it all at once as these are synergistic, along with a good multivitamin that is high in the B vitamins. I take this combination in the evening. I have been taking this for the last 3 months (was diagnosed about 10 months ago, have had MS for about 6 years) and have noticed some improvement in symptoms as well as fatigue. I also try to eat 5 grams of Lecithin granules a day.
You may also want to try taking Rhodiola Rosea or Panax Ginseng (also known as Asian Ginseng). The NMSS has listed that there is a clinical trial underway looking at Ginseng for the treatment of fatiigue. I personally also take both of these herbals in the morning to get my day started. Rhodiola Rosea has some research (done in Russia and some of it done on mice, but hey isn't most MS research done on mice) supporting its use to combat fatigue and suggesting that it works by enhancing the efficiency of mitochndria. You can also read about people's experience with it on Remedyfind
Finally, I try to exercise as much as I can and generally do some form of activity 4-5 times a week. I find that cardio exercise and doing something like Yoga or Tai Chi Chuan all help. I try my best to stick to my lifestyle regimen of running 2 x a week, doing weights 2 x a week, and doing Yoga/Tai Chi Chuan 2 x a week. I find that when I stick to it, my energy levels are pretty normal. When I slack off some, my energy drops a bit. Overall though, I'd say that my experience with fatigue is minimal. It has never been too bothersome (more like annoying), and since I have been taking all these supplements/herbs and following my lifestyle plan my energy levels have improved.