I'm going along with Laura Hope here. I like my epilator! Okay so the first few runs are a bit ouchy (but, I also have a rather high pain threshold), but after you get past the first couple hair cycles, and continue on a regular basis, then the pain becomes minimal - more of a mild annoyance after 20-30 minutes of constant heavy vibrations on the skin. I would not ever consider using the epilator on my face, or a couple of other rather sensitive skin areas. My hair is thick and very stubborn and very well rooted.
The advice given somewhere above me of shaving/trimming first (in the beginning) is good sound advice. By trimming close to the skin, then there are fewer hairs being grabbed by the medieval torture device and thus easier to manage (less hair = less pain). You will, however, have to repeat the process more often as the hairs are growing in. After a while, the hairs grow in much slower (3-4 weeks for me) and thinner, lighter and weaker (I am still pre-HRT). The longer you wait between rippings the thicker and stronger the hair gets - so grab it while it is short, thin and weak.
Deanna