Candlewax, poured on the cock and balls. One possible is to completly cover the penis and balls with wax.

Clamps and weights from various points. Use clothes pegs for less pain, cloverclamps for a lot more and see where you can put them and what pain you get there.

Electroshock - attaching an electrode from a TENS machine to the cock and balls (there are special electrodes that fit) or using sounds.

Ball parachute and weigts to stretch the balls (you can also get an old fashioned pair of handcuffs and wrap one cuff round the base of the cock or the balls and attach the other somewhere else to make it impossible to sit or stand comfortably - sub has to squat in a very incomfortable position or be in pain.

And, of course, simply whipping them with a vareity of paddles and floggers...