I had them done and it did not feel any worse than when your leg falls "asleep" because you've been sitting on it in a weird way...you know those pins and needles you feel when the leg is coming back to normal....that is all it felt like to me. I had heard horror stories too but, I thought it was much easier than expected.

Just keep in mind, the doctor is right next to you, performing the test and if you become too uncomfortable, you just tell them and they will stop immediately. Please don't worry about it. Believe me, the stress is worse than the test.
My best,
D.