I had my first electrolysis session yesterday. I usually don't have any problems with pain when I get waxed, in fact I hardly even flinch. That wasn't true with electrolysis. She was telling me that it will get better with time and to take some aspirin a few hours before. Got another two years plus doing this!
It isn't cheap either. It is running at $100 an hour here in Chicago. I'm hoping to try to save to pay for FFS two or three years from now too.
If you are doing the few hours at a time per week route, I highly recommend looking up lidocaine cream online, somewhere like Amazon, and getting a tube of that. Also taking aspirin or ibuprofen beforehand can help as well. Apply the cream/gel about half an hour before the session and wipe clean immediately before the session begins. It will last through most of the session. It's not as good as actual lidocaine injections but few electrologists are licensed to give lidocaine injections.
An alternative is to find a salon that specializes in transgender facial hair removal and does full facial hair removal sessions over the course of a single day. I am using E3000 in Dallas, Texas (http://www.electrology2000.com/e3000.html) and have completed three sessions so far. (See my other post here in this thread.) They do lidocaine injections which hurt like the dickens but there are only a few of those compared to constantly getting painful zaps for each hair. With the lidocaine injections, I feel nothing and can just sit in the chair. I've even occasionally dozed off!