In the West, acupuncture is promoted as being more of a relaxing treatment, and a much more gentle approach is used. However, in Asia, treatment is much more aggressive, and the acupuncturist will 'twiddle' until the patient feels the energy flow. In Asia, acupuncture is not meant to feel comfortable or relaxing, and many acupuncturists will tell you that if its not hurting, it's not working. Even very experienced China-trained acupuncturists working abroad in US clinics are told to tone down their treatments to adapt to Western client expectations of zero discomfort.
Unless you find someone who adopts the same toned down approach in Asia, I think most treatments will be somewhat uncomfortable.
I do know that the Japanese style is a lot lighter in approach than the Chinese style, inherently, so if anyone can track down a Japanese trained acupuncturist, the discomfort will probably be a lot less than the Chinese style treatment.
Actually, I'm used to the Western/Japanese approach where there's much less sensation in general - if anyone knows of any Japanese practiioners or non-painful local acupuncturists who uses disposable needles, I'd be really interested too.