I've just completed a course of acupuncture, and although I was very dubious at first, I'm extremely pleased with the results.

Mine was for sciatica and pain from tendonitis in one hip, not anything MS related, but the treatment completely removed the nerve pain I had so I can't see why it wouldn't work for pain caused by MS.

You should not feel the needles at all, and if you have the opportunity to trial the treatment for free, then my advice would be to go for it.