My sister and I, and in fact every woman in my family of my generation and above had their ears pierced at around three days old. It was, as many have said, a cultural thing and where my family is from it was done in the hospital by a doctor or nurse.
I was born in the UK 40-ish years ago and as you can imagine when my mum asked the nurse to pierce my ears she was given a mouthful. There was, however, a Jamaican lady in the bed next to my mum who was a nurse and who said that in her culture they also pierce a girl's ears when she is a baby. She offered to do it and so my ears were pierced.
The rationale was that at three days old the baby cannot feel pain in the ear lobes. My daughter spent three months in the NICU so I know they feel pain everywhere else!
My mum gave me my old baby earrings - tiny tiny pearl studs - and asked me if I was going to pierce my daughter's ears. I decided against it even though, as long as it is tiny studs, I find it neither rough-looking or barbaric - I just found I really loved her nakedness and simplicity if you see what I mean, and that included her ears.
I told my mum I might think about it when she was a toddler. My mum was dead against that because she said that then she would feel the pain. In my mum's view, you either do it when the baby is not old enough to feel pain in the lobes, or you do it when the child is old enough to decide for herself, so don't think that (some) cultures that pierce don't think about these things.
I have always loved my pierced ears. I never look back at photos of myself as a child and think how horrible. I only wore very small studs and I think it looked quite pretty. I also like it on the many Brazilian little girls there are where I live. I guess between that feeling and the decision not to pierce my daughter's ears I'm a real mix of the culture I'm from and the culture I grew up in.