I found my HSG really interesting. As others have said it isn't the most dignified of procedures - I had a nurse and at least three other people at mine.
I asked if they could tell me what they were seeing on the x-ray screen, and they made sure to turn the monitor so I could see it and the nurse pointed out all my bits as the dye worked its way through.
I had heard that it could be painful, but I didn't take any painkillers beforehand. As I said to the doctor at the time - the goal of this is to help me get pregnant, and I'm sure childbirth is a heck of a lot worse! The doctor laughed and told me I had a very healthy attitude :)
He was a great doctor - he showed me all the "tools" he would be using beforehand, and how they worked, so that he could tell me what he was doing at each step.
In the end it didn't hurt at all. It was uncomfortable, but no worse than having a smear test. I did feel a bit bloated as they injected the dye, but watching everything on the monitor distracted me nicely. They were able to tell me there and then the result.
I have also heard that it is more painful if you do have any blockages, as you'll feel it as they try to force the dye through. If you're at all worried take some Ibuprofen before.
Oh, and if they get you to put one of the hospital gowns on - the slit goes at the back!
Hope it all goes well for you. It might be hard, but I think if you can relax it will be better.
Hugs,
Artoo.