I tried the Gentle Leader and didn't like it. I gave him a high reward for touching the collar with his nose. Then, moved to high reward for wearing it. Same with the leash attached. But, when we walked he would absolutely freak out when it pulled him to the side, when he pulled. Then, he would lay down and roll around trying to get it off. He wouldn't move no matter how hard I tried. Plus, the main reason I stopped using it was because it was removing hair around the area. When I tried the prong, he whimpered the first pull. That made me start to regret my decision using it, but after that he never pulled again.
It's not a pain reaction, it's a surprise reaction. Put it around your thigh and give it a good yank (a yank you'd never use on your dog), and you'd be amazed that it doesn't hurt, at all. When I first used one I was reticent to do so, and my trainer made me "use" it on myself. I have a low pain threshold and it didn't hurt. And, you don't have a nice thick layer of fur. It applies pressure uniformly around the neck, so it can startle dogs the first time they self-correct with it.