I go to electrolysis.
How painful it is depends on the strength of charge they use. It sounds as if they were using too high a charge for you. They can turn them down to less charge.
I'm not ruling out any of the suggestions above but electrolysis is permanent after few goes with each hair and is not expensive. It kills the root off.
My beautician told me that the problems with plucking the hair out in any way, is that is grows back stronger, but I cannot be sure about that. She recommended cutting the hair close to the skin between electrolysis. I'm almost hair free now. Yes I will have to carry on going back now and then over the years but its a lot less hassle in-between.
I suspect there are some very expensive laser treatments available that are as permanent as electrolysis but haven't needed to explore them.