I had 6 (count 'em) sweeps with my second DD, from 37 weeks onwards. ( I failed to go into labour with DD1, and there is evidence that with women who have previously failed to go into labour, early and repeated sweeps can help. ) I had to sneak into a neighbouring doctors surgery as our PCT won't do them before 41 weeks. :)
Although not my favourite day out, they weren't painful just a bit embarrassing and uncomfortable, mainly because my MW put a bit of pressure on the top of my bump to try and push everything down a bit. Breathing through it definitely helped, and it is over quite quickly. I never had any ill effects after so many of them, and did ultimately go into labour 14 days late (though I failed to progress and had an emergency CS anyway!!!).
My midwife explained that the sweep is not really intended to be like flipping a switch that instantly makes labour start - though for some lucky people it is - it is often just something that assists in preparing the body for labour perhaps in the next few days.
Hope this makes sense, and good luck!
Please don't try the Castor Oil - it was horrible, really horrible - hideous oily poo, and sitting on the toilet for ages with a cramping gut. Sorry if TMI. Even drinking it with orange juice it was revolting and made me retch. I tried it with DD1, born nearly 19 days late by emergency CS after a failed induction and no flicker of labour, so for me the castor oil was a horrible waste of time and money!