I had mine without ever being pregnant. The insertion was uncomfortable/ moderately painful but not awful. I think the NP doing it was more nervous than I was -- it was her first insertion in a nullip, and it was definitely a tighter squeeze than she was used to. I didn't get any cytotec to dilate the cervix, and I think I took some motrin ahead of time, but I drove myself to the appointment and back home without any problem.
I do wish I'd been given a rx for something stronger for a few days at least afterward. That was when I had what felt like the worst menstrual cramps of my life. Overall, I am happy I got it, and it was a great choice for me, but being prepared for a range of responses is probably good. I'm curious if the women who had strong vagal responses to the insertion (nausea, vomiting, passing out) tend to pass out from other things? I probably could've predicted that since I've always had wicked menstrual cramps, that would be my body's response. Especially for a wee little uterus that never had anything inside it before. Removal was nothing like insertion -- totally painless.
I'm pregnant now, and planning to "re-up" with the Mirena postpartum. I hope that all the stretching my uterus is doing will make it happier about its little plastic friend this time.