It really depends on the person. I shouldn't have piercings in my ears, because the skin there's allergic to it, but I stretched my ears, so I really don't care now.
I always thought that lips were the least painful place to get pierced. Just because it's SO fast.
If आप go to get your ears done, though, and haven't all ready, go to a real piercer instead of cheap places with a piercing gun या bollocks like that. It fucks your ear for life.