Hi-
I had an EMG in Nov 2006. I have numbness in arms and legs, both sides. First, they had to decide which side to do. Then they did legs first. They put a receiver electrode on the toe and then one at a time, put a pin somewhere in the leg, ankle, foot and shock you. I could not really feel the shock- I felt the pin the most but even that was not too bad. The worst spot for me was the shin but it may have been an abnormal experience. Then they did my arms, same thing, putting a receiver on my finger.
Throughout the test, I could see the results on the computer but they did not mean anything to me. A doctor came in after the tech was done and tols me everyting was fine which was confirmed on the phone with my neuro. It was not a pleasant test, but it was not horrible either. I do not know if you can take an over the counter ibuprofin or something before the test but if I had to do it again, I'd ask if I could.
Good luck!