The symptoms we call "jet lag" are really due to more than just changing time zones. In fact, some recent large studies show that perhaps time changes are the least important factor. The anxiety of leaving home, the stress of a long trip, too little sleep along the way, dehydration from the dry air in the plane and a host of other factors all play their part. For this reason, the best treatments for jet lag have little to do with sleep.
Try to drink so much fluids that you have to make frequent bathroom trips, but otherwise avoid alcohol, caffeine and most of the food, choosing rather to sleep as much as possible on the long leg of the trip. Try to pick a flight which arrives at night so you can go straight to bed and then get up on the new time. If you have to arrive in the daytime, immediately start living by the new schedule. Taking a one-time dose of a sleeping pill (Dalmane, Ambien) your first night there may help.
There is a jet-lag diet that is recommended and the literature says it works but it is too time-consuming and complicated for most people to remember. Ditto with scheduled exposure to daylight or other bright lights. Simply being outdoors as much as possible during my first couple of days there helps as much as anything.
Melatonin is getting a lot of attention. Scientifically, it makes sense since it acts on the part of the brain that controls sleep. The placebo-controlled studies, though, are disappointing. They show that it is better than sugar pills only if taken according to a complicated multi-dose regimen. Even then it merely induces drowsiness. It does not actually improve sleep or combat any of the other symptoms. Just popping a few melatonin capsules is statistically no better than the sugar pills regardless of the dose. Considering what we DON'T know about melatonin, many physicians are still avoiding it.