I had one almost 10 years ago. It didn't hurt terribly getting it done, but it was constantly infected and it ached miserably most of the time. It never fully, truly healed. I was very careful about proper cleansing/care, too.
I left it in for about a year, and it finally got so infected that I had an MD look at it. She made me take it instantly. I still have a really nasty, dark scar.
I also had my eyebrow and tongue pierced and NEVER, ever had a problem with either of those in terms of infection, pain or scarring.