If you are on medication make sure you take it according to the instructions for that medication. The only way I could get my diabetes under control was to start walking for an hour a day and to virtually cut carbohydrates out of my diet. I think the exercise is an important key though. It wasn't until I really started getting serious about exercise that my blood sugar regulated.
No soda, coffee, or energy drinks... That's normally the hardest to cut. Exercise for 30 to 60 minutes a day. Cardio preferably. Obviously stay away from high amounts of sugar. Learn sugars hidden names and start checking health facts on food. Try to keep stress down.
Buy prescription strength or pharmaceutical grade Fish Oil (ie. Lovaza). The generic or even name brand stuff on the regular store shelves are practically a waste of money as they are either low potent or don't absorb as well by the body. This advice came from a pharmacist (my sis). This in addition to the cardio exercise and healthier diets mentioned above.
You didn't say if you are type 1 or 2 and if you take insulin or pills, but maybe your Dr. needs to change your dosage or the medication itself. All of the above answers are correct as well. Diet and excercise are key.