Acupuncture needles when inserted by a skilled practitioner should not hurt. They are tiny needles. They are a similar thickness to that of a single strand of hair.
You would get about twenty Acupuncture needles to fit into the opening of one single hypodermic syringe needle, commonly used in Western Medicine to withdraw blood or inject chemicals into the body.
It takes years of training to become proficient in using needles safely and painlessly. Most of these other therapists are not properly skilled or fully trained in needling techniques nor in Chinese Medical Theories, so you are taking a chance by attending them for any Acupuncture style treatment.
Sometimes at my clinic in Leixlip, I get nervous patients who due to past bad experiences with western injections are afraid of the needles. Once they have had a treatment and they see it is not just a pain free experience but also a relaxing one, then their fear of needles completely vanishes !