I did a few things together about 3 years ago and noticed a big improvement in fatigue levels- very unscientific of me because I can't tell which was effective, or in fact was it the combination!
I started going to the gym about 2-3 times per week. After about 2 months of general workouts (nearly killed me at first and really wanted to give up) then I moved on to low-reps/high weights to build muscle and then I really noticed an improvement in my stamina. To put it in context though I'd be shaking with tremors and poor balance doing my workouts - I just ignored people in the gym who stared. It's been 8 months now since I was in the gym because I had my baby in February.
I was on the Best Bet diet - not currently though as only had my baby 2 months ago and have got the taste for normal food again...I should go back on the diet but I am really enjoying butter, cheese, yoghurt.....oh dear
Lastly I took high dose B vitamins, alpha-lipoic acid, vitamin d, magnesium, - but obviously everyone is different and these mightn't suit you....they just seem to work for me.
Perhaps it's none of these things and I'm just going through a good spell. Hard to tell with MS isin't it?