I do not generally and have had a LOT of them put in over the past few years unfortunately.
2 horrific experiences though came to mind immediately when I read the title. I don't even know why one was horrific at all, and the nurse was baffled at the amount of pain I was in, but I really do not exaggerate, it felt like someone was cutting into my bone, rather than trying to insert a needle in my arm. It was most odd and I have never found a way to explain it as it wasn't even one of the (depressingly common) situations where my body doesn't play ball and they have to try over and over or anything. It was all done in under 30 seconds probably, a minute at most. But the pain was like nothing I have experienced. And after it was in, and done 'right', I got approx half an hour of random blindingly painful fiery electric shock type pains up the arm from my hand (which was where it was inserted), which then just disappeared and that was that?! I assume it might be something to do with nerves, thats all that makes any semblence of sense to me on that one. But it was never explained, and as I say, nurse was baffled and said she had done probably thousands over the years and never came across the issue.
The second, was a bit more gory. A lot of pain, though not quite as much as the above, but it WAS a situation where it took multiple attempts to get in. And when it was in, it kind of ripped itself away for seemingly no reason again, and took a good chunk of me with it that lead to mass panic at the amount of blood there was! I think the pain in that situation was caused by a vein being ripped (if this would cause a lot of pain? Unsure) and it confuses me less than the other one, given the differences in situation.
But yeah, generally its quick, easy, and I don't even register it. Its not so much quick a fair bit, but its never been painful, except for those 2 times.
One time that probably won't count as it wasn't the actual canula causing issues as such(as when done right, it was fine) instead the man trying to do it. And it hurt MUCH more afterwards than at the time. He just kind of jabbed, repeatedly while giving 'I dont know whats wrong!' looks to the trainee. He did this for at least 5 minutes, failing each time but also not putting any pressure when failing like every other person who has done it has done to me. He showed no interest at all in my pleas to stop even just for a minute and made me out to be hysterical 
Whilst jabbing his way down my other arm. And failing again. Eventually, said trainee tried, and got it on first try. The pain of the repeated jabs was not the most of it though, the endless jabbing in the day fllowing caused both lower arms to swell and be almost like rocks, I still have pictures of the result of this, my arms are bruised everywhere and you cannot see this bit but they were rock solid, both and hard to move at all. The hardness stayed for a week almost. So that was my third unpleasant canula experience. Funnily enough, the original guy whe the traineee did it no issues, tried to say the reason he was having problems was because all my body was shutting down, including my veins If this was the case I suspect a phlebotomist would have had to be found to do it rather than just letting the trainee have a jab! As I have had a situation similar to that before and the person treating me identified quickly that the issue was veins shutting down and asked for someone more qualified to come to stick it in my neck, as it turned out (as veins were at that point apparently were no good anywhere else)
If these had been my only ones, I would for sure say they hurt like hell! Luckily though, this was 3 in maybe 100+ of the same procedure I have had done, so I can see its outliers.