The sensation from the clamps is like being held lightly between finger and thumb.
The piercing is made using an intravenous cannula, which is a very sharp needle surrounded by a plastic sleeve, similar to those used in hospitals for drips. The ones that most piercers now use are imported from Germany and have a specially designed cannula that reduces the nip that is usually felt. The piercing takes about 1/8th of a second. You will be aware that the piercing is made but you WILL NOT FEEL ANY SENSATION AT ALL.
The needle is removed a split second after the piercing is made and thrown into a medical sharps bin immediately to reduce the danger of sharps injuries to both you and the piercer. This leaves the tube, or cannula, behind. This cannula is cut in half to allow removal of the clamps. This also ensures that it CANNOT BE REUSED. Once the clamps are removed, the cannula is used to guide the jewellery through the piercing. The cannula is then thrown into a medical sharps bin for incineration.