Here's an abstract from a Cochrane Review on non-surgical options for treating CTS: http://www.aafp.org/afp/2003/0815/p649.html
In summary corticosteroids, splinting, yoga, and carpal bone mobilization have been shown to be effective.
However another Cochrane Review found that surgery had better outcomes for those with severe CTS. It was inconclusive whether surgery or steroid injections had better outcomes for mild CTS: http://onlinelibrary.wiley.com/doi/1...2/pdf/standard
As a PT student I always prefer that patients try the non-surgical approach at first. But you, your physician/surgeon, and your therapist have to decide whether or not you're just delaying the inevitable.