I suppose it will vary depend on what they are looking for, and what it feels like depends on your own body.
I did the electric shock cattle prod thingy. I was fine with it. But then the neurologist jabs me with a big fat needle, and I screamed so loudly the patients in the waiting room heard me.
Mind you, I have fibromyalgia, so my pain perception is grossly exaggerated. I'm willing to bet most people tolerate the needle test better than I do.
fanfaire