I have a double PA...one hole is a 00g and the other is just to the point where I can sport an 8g. I did them both myself and love'em! I keep the smaller gauge hole for when I want to wear jewelry and have sex while the larger one is for purely recreational use and showing off...there is NOTHING like sporting a HUGE 00g chunk of stainless in the head of your dick and walking down the beach naked!
Neither one hurt and actually healed really fast! The frenum piercing on the other hand was a total waste of time only because of the double PA. I couldn't wear the larger jewelry with the frenum loop and it just became a real pain. I had the Hafada and that was cool until it for some reason started getting angry...I think when I was pierced one of the hair roots regrew 'inside' and it became extremely uncomfortable.
If you really want to see some of ALL types of piercings sign up, its free so don't panic!, at http://www (dot) tribalectic.com/Drupal/galleries (not sure if hotlinking is allowed)...they have loads of info, great informational articles and great prices!!