Body piercing is personal experience and unique way of self-expression. Most people with piercing say that this pain is even pleasant in some way you piercing is indescribable procedure and the experience vary depending on the mood, the state of mind, the body part, the piercer and other factors.
There are different reasons for people to get pierced. Some enjoy the intensity of the moment, some people do it for fashion or aesthetic purposes and some to stimulate physical sensation. If you have decided that piercing is what you need, it doesn't really matter what your reason is, you should know what to expect and be ready to observe and make conclusions. To be confident and feel comfortable, you'd better know what you will be going through.
First, you go to the piercing shop and if you haven't been in tattoo or body piercing shop yet, it may be intimidation for you at first but later you'll enjoy it. Find the trusted and suiting you piecing salon or shop and visit it. You will speak to your piercer, prove that you are of age and discuss your future piercing. Then he will take you into a sanitary piercing booth. And there you should make sure that the level of cleanliness in the booth is OK.
Before the procedure piercer should put on sterile gloves and examine the area that will be pierced with you standing or sitting depending on particular style of piercer's work. You should know that not all piercings are foe everyone- if piercing presents potential infection or rejection situation, it won't be done. Then the piercer will clean the area to be pierced and mark it either with sterile water-based marker or with the eyes. Then the piercer will prepare the tools that should be in sealed sterile packages. And he should open these packages before the piercing only. Don't be afraid to ask the piercer to explain sterilization precautions if you doubt the sterility of instruments.
After the piercer makes sure you are ready, he/she begins aligning the sterile piercing needle. The piercer may use a cork, rubbed band wrapped around piercing pliers or just the hands depending on preferences and personal style of the piercer. He/she will slide the needle through being sure you are ready for final step. Piercing itself usually lasts just for one moment but it takes few minutes the piercer to set up.

After starter jewelry is inserted, the piercer will slide the needle all the way through and leave the jewelry in the fresh opening. Stainless steel piercing jewelry (mainly barbells and captive bead rings aka CBR) is the choice of most piercers because it is the least prone to adverse reaction and infection and the easiest to clean. After the closing of jewelry and final examination of the piercing, the piercer will clean it one more time and give you instructions of aftercare procedures and proper cleaning.
For some days or several weeks after the procedure the piercing may be little sore, may be swollen or slightly blue/black. You should follow all the instructions and take proper care of your new piercing and change the starter jewelry on more personal piece of jewelry only after the piercing is completely healed.
And if you haven't decided yet what piercing exactly you want but you can't stand the pain, here is the piercing pain ranking from the most painful to least painful.

1. Genital piercings
2. Male nipple piercing
3. Cartilage piercings
4. Female nipple piercing
5. Li/labret piercing
6. Nostril piercing
7. Navel piercing
8. Tongue piercing
9. Ear lobe piercing
10. Eyebrow piercing