As everyone stated, no pain while getting them on. Only the pain of your teeth moving and then the insides of your mouth from the brackets cutting into them. But they give you wax for that, which I never used...didn't like it.
I remember being excited before I got mine on. Then excited again to get them off. I was 14 when I got them on and I asked the doc two questions. If he had answered yes to either of them I wouldn't have gotten braces. I asked if he had to pull teeth and if I had to wear head gear. I got lucky, I guess you could say. LOL