I bet you get a lot of responses to this one! I have one that encircles my wrist. That's a particularly sensitive area, because the skin is thin and it's right on bone. I, on the other hand, have a relatively high tolerance for pain. My one regret, if you can call it that, was that it was done by someone who was not an artist - but that was the first time. I had it redone by someone who was very good about 2 years later, and I'm much happier with it now.
I do plan on getting more when I have the money.