Had one 10 years ago for my shoulder. No real pain during the procedure (given that the needle was about 3 inches long), and got almost instant, and nearly 100%, relief.

He seemed to miss a small spot, though, where my range of motion still hurt a little. Asked about another shot, and was told that either the yearly, or total, number of shots was limited (I think it was 3 or 4), as it could cause dain-bramage or psychoses!

Later on, I heard voices in my head that told me to get extremely painful physical therapy, and I´ve been fine since.