Myleograms aren't bad. They inject dye into your spinal canal and then see if you are leaking spinal fluid anywhere, and to see if all the nerve roots are ok, with the dye making them very visable. It's a very useful diagnostic tool, and has improved a lot now that they use a water based dye.
You will feel a little discomfort from the needle, but they are good about pain control, so I wouldn't worry about it too much. The only thing I hated was that I felt like I couldn't move with that needle in my canal. I was frozed with fear. But you shouldn't be. Just ask for some Valium before hand. You'll do just fine.
I don't know, after a discogram, not much else hurts. Not even nerve root blocks. I don't even feel them anymore.