I had braces and they barely hurt when you put them on (they slip rings on your teeth and glue them on) and they will only hurt when you tighten them and be sore a few days after. I got them in second grade and didn't cry or say it hurt that bad.
depends on your pain tolerance, and why you have them. Its hurts for some people more than others, because they're pulling your teeth is a specific way depending on why you need them. it hurts a little every time they tighten them. the first tightening is worse than actually getting them on. It doesn't take long to forget they're there.
Mine hurt for about a month after I got them and for the first five times or so I went to get them tightened they hurt for a day or two. But by the end I was doing well with no major pain or anything. So yeah... I'd say that hurt at least at some point for most people. :)