I get exactly the same with Ben - one thing we've tried with some success is infacol (Ben wasn't burping, but the air was making its presence known further down as trapped wind - very painful for him) followed by the boob , followed by a burp and a change (depending on how awake he is / how long since last change - no change at night unless smelly) followed by the boob until sleepy, then another burp session, then assuming he's full, cuddles in the dark with a dummy. He's a really sucky baby, and usually the last feed was just comfort sucking. My nipples are also less sore since using the dummy, mainly because he feeds with lots less fussing.
Having said that, things have been much harder the last few days - lots and lots of trapped wind, which has meant he's been in lots of abdominal pain which is only relieved by him being cuddled on my chest or sucking (either on a dummy, or my boob). Sometimes nothing works, and he just cries Only problem with the dummy is as soon as he falls asleep and the dummy falls out, he wakes up and cries again! Very much on a steep learning curve at the moment!
On a seperate note, my mum has decided to put in an appearance at short notice. Will be interesting to see how it goes, especially as I haven't had much time to clean the house (she is OCD about cleanliness) and won't with Ben only settling in my arms. The irony is as well, that he can't stand the coorie sling we got (he doesn't like being squahed in the foetal position), so I can't stick him in a sling and get on with it!
Right, he's fallen asleep on the boob...let's see if I can put him to bed before he noices!