Louise,
If the nerves are myelinated you may want to to consider bulk staining the 
formalin fixed tissue in osmium tetroxide and then paraffin processing. The 
alcohol dehydration will reduce the osmium attached to the myelin so in 
slightly thicker sections the myelin is readily seen as black rings in a 
cross section. It won't do much for non myelinated nerves though, and any 
other lipid structures will also appear black. 
Osmium it pretty toxic stuff so you may want to find an electron microscopy 
lab to assist you since most EM labs use it routinely. I can dig you out a 
reference if necessary.

Mike Titford
Pathology Department
USA Medical Center
Mobile AL