I've been interested in this for a while and have been researching the web for details. Here are some bits of info that I have obtained but I stress that I have no first hand experience:
1. The pain is greatest where there are most nerves but everywhere hurts and tight binding is necessary to avoid the brandee flinching away and spoiling the brand - despite her/his resolve not to.
2. Very hard to get a well defined brand as the hot blood from just under the brand spreads and causes a much wider brand than would be expected.
3. The branding iron cools quickly so it is best to use a strip of copper or steel at least 2mm thick and asleast 25mm wide. Brand with the narrow edge - of course.
4. There is no reason why it should all be done at once. This makes it easier to get the desired design without a complicated "iron" but of course it makes it more of an ordeal for the brandee. Still that may be a good thing for some folk.
5. Now here is a racist comment (sorry) - It is very difficult to brand a person with white skin. Branding needs melonin to form the dark mark and all that happens with fair skin is that the brand goes red then pink and finally white over some months. The branded skin has a scar tissue texture but is white like the surrounding skin. I understand that if tattoo ink is rubbed into the brand while the burn heals then the colour will remain.
6. For a brand to be effective it has to be a 3rd degree burn. Thus as anyone who has been unlucky enough to experience this it only hurts at first . Once the nerves have been burnt they don't hurt anymore. Healing is very painful.
7. Burnt skin is initially sterile (germs get burnt also) but is very easy to subsequently get infected. Absolute cleanliness combined with antiseptics are essential.

Have I talked you out of it?