For me pain isnt all that pleasureable most of the time, though i have no problem casuing myself pain. On the other hand, my sub likes pain only if it leads to pleasure (and fast!).

(also, two good techinques that ive never really seen discussed- threading [a hair removale techinque] or a pair of tweezers. If you cant leave/dont want marks it can work in a pinch- no pun intended (and you have a lot of hair ), especially threading since it can be a bit unpredictable (ok well not if you aredoing it to yourself, but you get the idea).