I used a ring sling with dd from about 2 months ... and she still very occasionally goes in it now (at 3.5 years). Defn my best baby buy. If you can, get to a local slingmeet,where you can try out some different ones to see what suits you.
If a sling hurts at all, you are either using it wrong or have bought a crappy sling. Stay away from the BabyBorn, the Premaxx baby bags, and the infantino sling rider. You are much better off with something simple like a moby, a peanut shell, or a mei tai. I can still carry a 5 year old or the 2 year old at 35 weeks pregnant in comfort. (I don't carry the 5 year old, I'm not mad, just saying I can if I wanted! )
I have a close carrier which DD(9mo) and I love, and DS (2.5yrs) goes in too when he's tired. Really comfy and easy to use Have a coorie sling (another brightsparks) which DD slept in really well but I can't carry her for too long on one shoulder.
i had a stretchy wrap and a babybjorn until my DS was too heavy for it and now i have a mei tai and a ring sling. what i did was to try before i bought. i went to a sling meet in my area and i tried on a few slkings from other mums. then i went online and bought the one i liked most.
I have three slings - two are pouch types (Hotsling and peanut shell) which are really good for when baby is tiny upto about 3 months. Also have a wrap type sling called a Sleepy wrap made from stretchy cotton jersey material. It is a bit tricky learning how to tie it on but definitely the best for carrying for extended periods of time, walking to town etc. very good support so you don't get a backache.