According to most people, eyebrow piercing is probably the least painful piercing, so cheek piercing is more painful. The thing is, pain is a relative term, so what you perceive as painful to you, might be nothing to someone else.
Eyebrow piercing. Also much less chance of infection. Oh but wait. You said LESS painless. So you want to know which one is MORE painful? That would be your cheek. It's also less sanitary and more likely to become infected. Ew.