I got mine done twice & it didn't hurt at all. I absolutely hate needles but it was quick & painless. The only thing that happens is your eye starts to water & until you get use to it it feels like you have a constant booger in your nose lol. It's never got infected either. I cleaned it everyday the first couple weeks & now I rarely do & I've never had an infection.
Honestly - it depends on the area you get pierced. I had a septum once and the first time I got it was painful. I had to do it twice again, cause it closed up. And that REALLY hurts, because the are was scarred. A septum hurts anyway, but doing it on a scarred area is from hell.