I've been sleeping with ear plugs for well over 10 years at this point, so I feel qualified to answer.

1. You have to find the right ear plugs for YOU. Everyone has different ear canal size, shape, sensitivity, etc.

2. They should never be painful unless you are doing it wrong. Yes, they are likely to be uncomfortable at first, but the first time you wake up feeling like a million bucks because you got 8 uninterrupted hours of sleep for the first time in your life, you will happily accept the temporary discomfort.