I have a Cystoscopy done every six months. I am a male. A (so-called) "numbing jelly" is inserted into the penis. The scope is then inserted. Normally I do not have pain until the scope reaches the Prostrate or it enters the Bladder. There is one point where the pain is unbearable for me. I am not sure if he is bending the scope or what, but it sure does hurt me. This pain lasts less than 5 seconds. Overall, the whole procedure takes less than five minutes. If you are a modest person... you won't be after this procedure.
No, like all medical procedures, medical personnel will do everything to reduce the amount of discomfort you will feel. During a cystoscopy the patient will be sedated until the procedure will be finish, so as to minimize the discomfort. For more information check this site: http://www.surgeryencyclopedia.com/Ce-Fi/Cystoscopy.html