Femur fractures are serious injuries that usually occur as the result of significant forces. A full assessment, focusing on critical system problems and their stabilization is the crucial first step.
Effective stabilization of femur injuries will help alleviate pain and decrease the possibility of complications. I believe that either a vacuum splint or good padding in a stable carrying device does a good job of providing both.
Although there is no literature supporting their efficacy in the prehospital setting, a commercial traction splint can be a useful tool when applied by a skilled practitioner who receives periodic training on a particular device and/or uses it during rescues or EMS calls. They should not be left on for a prolonged period of time (e.g., greater than 2 hours) unless limb neurovascular integrity and splint tension can be monitored properly and regularly.
Regardless, these are painful injuries. All require the administration of analgesics.