Yes they hurt! But they are worth it. You stay hairless for longer and it is TRUE that the hair grows back more weakly. If you do it fairly frequently, before you look like Sherwood Forest, the pain is less because not all of the hairs will have started to grow above the surface.
It is reallt worth it to avoid sticky wax horror or the whole leg-beard stubbly thing of shaving
I have been epilating for years and have quite strong dark hairs, and hating having to shave every day. It used to hurt lots so I would getstoned take painkillers before doing it. Now the hairs are much weaker it barely registers. I do it about once a month, and shave once in between times.
Hurts less than waxing but that is cancelled out by the fact that it takes much longer however if I have a good mag or mumsnet to distract me I don't find the job too awful.
That being said I only really do my legs. My bikini line and underarms are waxed and when I have a light regrowth I might use the epilator but really need to have had a glass of wine to numbe the pain in those instances!
I like mine- I use tend skin on it after epilating and don't have a problem with ingrowing hairs/redness. It really doesn't hurt as long as you do it regularly to keep on top of it. I find it weirdly relaxing and do legs, underarms and bikini line. Underarms are difficult but only because they are a bit awkward.
mistressploppy - I am quite low pain threshold and yes it hurt like a bugger I would say the first 2-3 weeks of using but I was determined as sick of spending a fortune on razors etc. Now 1 year on its honestly the best thing i did, hairs are so fine now even when they grow back you can hardly see them, no scratchy beard legs anymore, and does not hurt a bit. However I have never managed to get past the pain of bikini line usage - just cant do it, nearly passed out from pain!!