My most painful thing was when the doctor was working on my cist. I had one just below my ear. He stuck a pin in it and pinched it, it hurt like crap. Then he gave me a shot to numb it, but it still hurt.
Many people are saying instances where they hurt themselves badly. Usually the worse it is, the less you feel from it. For instance, I cut up my hands pretty badly on a blender a while back, but it was painless.