Miss, I guess its all about pain tolerance.
I've had my tongue, nipple and (still) my bellybutton pierced. IMO none of them hurt, they were all pretty quick.
I kept the nipple ring in for a year or so and then had to take it out becuase, it was pierced to damn close to a nerve and sometimes when I'd move wrong it would shock the hell out of me. (NOW THAT HURT)
There are alot of nerve endings around the areola...
I'm not saying it DOESN'T hurt, but It just wasn't too bad for me. I've seen a grown man pass out getting his nipple pierced though.