I have one in right now very low down just to one side of my abdomen, sort of above pubis/crease of thigh. It's not exactly painful, more that I can sense it's there which is ok.
I tried thigh proper 3 days' ago for the first time, having felt squeamish about it since my thighs were so overused when injecting (I'd already abandoned using them many years pre-pump). It was surprisingly ok, never felt a thing, but I do have a lot of fatty tissue there & on bum/hips - maybe if you're skinny, the steel ones hurt more in some places? But I know of one consultant who is really pushing for steel cannula use at his children's pump clinic in London, and it's been a great success.