Bunch a slack jawed pussies in this thread... and AiA and Lends, who are real men.
Anyway, for me it was stepping on a nail when I was a kid. Probably around 10 or 11. Nail went through my flip flop and almost all the way through my foot.
That wasn't the painful part, though. The real painful part was that a little piece of rust came off the nail when I pulled it out of my foot and got stuck in there. A couple days later I went to the doctor because of it and this is the painful part- they had to cut my foot open to get the little fucker out. First, though, they gave me a shot that lasted for about a minute, numbing as many nerves as they could.
Second most painful thing ever: had a staph infection a couple years ago when I was dead broke. Went to the cheap, sliding scale clinic where I lived and they misdiagnosed it as a spider bite and gave me the wrong meds for a week. Came back in almost dead a week later and they decided to do a culture of the nasty little wound on my abdomen. Problem was, it wasn't discharging anything anymore, so they had to jab a q tip INTO THE FUCKING OPEN WOUND ON MY SIDE and get some nastiness out. That sucked.