An EMG, done correctly, should be no more than a bit uncomfortable.
Yes, the shocks they do for EMG/NCV are a bit like putting a finger into a light socket , but they aren't too many and can be tolerated. (I jokingly call my doc, who does it - Dr Frankenstein )
The only discomfort with the needles is when they ask you to flex and the muscles contract around the needle, but this should not be a major discomfort either. A good technician or doc, who knows what they are doing should not cause you to cry or be in pain, only some tolerable discomfort.
Given the ability to see what is hapening with your nerves and track any differences from test to test (time interval) I gladly have it done every 2-3 yrs and track the results. (www.lizajane.org has test tracking, downloadable frorms)