I had it done today. I had a 10mm stone in a lower kidney lobe. I was advised to take pain killers before I went. I had to lay face down on a bed, I had a soft bra top and stretchy trousers that could be pulled up/down so didn't have to wear a gown.
The guys line up the area using xray, cover the area in ultra sound gel and then lower a warm water filled cushion onto the are. They then administer the shock waves.
You hear a steady ticking and it feels like you are being pinged with an elastic band or a mild electric shock. From time to time they do double time, which was a bit painful. I really tried to focus on relaxing and breathing steadily. When I tensed up it was worse. I would put the pain at betwen 5/10 and 7/10. Not pleasant, but not terrible.
I had the dubious honour of having the most shocks and power level of the day. They are hopeful that I won't need further treatments. I have to have an x ray next week to double check if anything is left.
Be prepared for your first wee to be very bloody. I felt a bit tired and giddy straight after, probably the anxiety, but this evening I just feel a bit bruised and have lots of little red round spots where the shock waves went in. I expect they will be bruises tommorow.
All in all not as bad as I thought it would be. Good luck.