Well I got it done on my back and shoulders. It's most effective on dark hairs with pale skin. It depends what type of laser they use. Depending on the preference of the person doing it you'll either have this cold jelly smeared on you and a pulsing thing that resembles an ultrasound detector rubbed back and forth. That one feels like little electric shocks, only small snap ones though. Not really uncomfortable.
The one used mostly on me required no gel. It was a laser that pulsed directly onto the skin from a few cm away and then this special hoover to suck up the smoke and smell of singed hair. If your skin is pale it wont burn it at all.. They can increase or decrease the intensity depending on your comfort levels. When I first went in I couldnt even feel it and asked them to turn it up.
When it "catches a hair", as in it burns right down at the root (which is what you're aiming for) it does sting a little. But it's not too bad like. I wouldn't compare it to getting a tattoo, piercing or injection, all of which hurt a lot more. Its more of a snap pain. It feels warm afterwards and it's a good idea to put moisturiser on. Also the shorter the hairs the better it works, so trim.
All in all for me it's very very much been worth it.