Oh gosh, every time?
The only thing truly painful for me used to be my wings. I mean, it was like getting stabbed in the back with a knife that was on fire. The tips are sharp as it is, and then they are lined with razor sharp spikes. It used to completely bring me to my knees. Its still uncomfortable, but not nearly as bad as it was.
Now whats totally a bizarre feeling is my face reconstructing. Its not painful, its the opposite. My entire face goes numb and for a brief period I can't breath properly as the snout forms. Fangs and claws surprisingly don't hurt, but I usually drool a lot as the fangs come in.
As for the gender changing thing...I'd rather not talk about it
Its gotten to the point where physically I feel no difference, so when I go through these period of random changing, I don't notice it. Actually *looks down shirt* I'm back to being female