It seems to do a fantastic job with little face hairs. I just zipped through one side of my face before posting this. Personally, I did not think it hurt. There was a slight pinching feeling, but that was it. These products are recommended for facial hair only. I don't know how it would work elsewhere. If you get one of these, I recommend giving it a good wipedown with alcohol. I do the same thing with razor blades before I use them.
I bought mine off of E-Bay for $2, but you can buy the 'official' version of this which is called Bellabe for $16.99.