Well I'm just a student PT but I have seen a few people with subluxed patellae. It's always worth getting checked out by a doctor or a PT, any other advice will be purely speculative.
But in general, quads exercises are usually given as they help the patella to track properly in its groove.
Whoever you see should check for tightness in the iliotibial band, quads, and glutes - tightness in any of these can cause the patella to maltrack, and can be sorted by doing some simple stretches that target these muscles.
If you do see a doc or a PT, make sure they do check the tightness in those muscles; it's not routinely checked here in the UK (but it may be done where you live)
Do get yourself checked by a professional though, there are other things that can cause subluxation - but you'll need a full examination to get an idea of the underlying cause. Subluxed kneecaps can easily become chronic and you really don't want that to happen. I understand it's very painful!