I had mine fitted in April. The insertion wasn't as painful as I expected (but then I took some painkillers about an hour before the appointment).
I had some mild cramping that day nothing a bath and hot water bottle didn't sort. I didnt have a period for a couple of months, but I was told this was because after the coil was fitted I was still using the pill until I had the all clear from ultrasound the coil was in the right place.
I had my first period in June, and it was a little more painful then when I was on the pill and lasted 6 days but wasn't that heavy. And the pain wasn't that bad.
I had an ultrasound because my doctor had some trouble putting the coil in place because my cervix was so tight. She wanted to put the 10 year one in but again because of the cervix tightness and the 10 year coil is slightly thicker and less bending, she couldn't get it in and changed it to the 5 year one.
I have to say I've had no problems with the coil at all. I do ocassionally bleed a little during the month but it's more spotting then an actual period but nothing I can't cope with. I had the coil fitted because I didn't want to be on the pill anymore, and it is the only non hormonal method of birth control. My body doesn't react very well to the hormonal changes that the pill makes your body go through when you start, change or stop the pill.