I had my neck numbed with
lidocaine, and that was a great help. I was also given a Valium 20 minutes prior to the procedure (which did nothing for me). All I felt during the FNA was pressure, really. It was incredibly sore for me afterwards, so I did a lot of icing down. I actually have a scar from my FNA (very small), but it pales in comparison to the beauty that is my TT scar! =)
It was WELL worth it, though, as I just found out that my thyroid was indeed cancerous.