I'm very pale, but perfectly happy with it as I'm somewhat of a Goth. But I come from a different culture where this is unusual so I've had plenty of comments, most commonly when buying makeup and having to fend against the advice to 'warm up' my skin tone.
The only time I've noticed someone else's paleness, was a lass that pretty much literally glowed, it's about as close to a fairy as a human can get. Thought she looked amazing actually.