They don't hurt at all, and they stay on really well! I have found that they look great when my hairdresser attaches it, but not so great when I do it - my hair is frizzy and I suck at blowdrying it nicely to match the halo. I have a somewhat thin front, but with Toppik (hair fibers) and my hairdresser's magic, it can look really good. This is the one I have, in medium brown.
I don't use mine much anymore, I have moved on to toppers as I find them much easier to deal with.