Hey amkjud!
I'm not sure there is much difference in the pain level. As Neil says, both are usually done in the same procedure. It's almost always done in the pelvic bone near the top of the hip. How painful folks find it seems to vary greatly from person to person. Some (like me) find it hardly a bother; others need to be anesthetized.
Here's my experience, sensation-wise:
1. The doctor pushes pretty firmly on the hip, feeling the pelvic bone below to find a good spot.
2. The cleaner they rub all over your hip before sticking you is often cold.
3. Next, you get an injection of lidocaine at the incision site. This burns briefly, like a bee sting.
4. If the lidocaine worked, you don't feel the scalpel making a hole for the biopsy needle.
5. The biopsy needle is inserted and ground into bone of the pelvis like a corkscrew. If you feel anything other than pressure, you need more lidocaine injected into the spot. Ask for it.
6. Once the doctor gets through the outer layer of bone, a finer needle is inserted through the biopsy needle to collect the aspirate with a syringe. Pulling out the aspirate produces a sharp burning sensation that lasts a few seconds. The doctor or nurse will often ask you to take a deep breath just before they pull the aspirate. This does help. The pain is intense, but brief.
7. After the aspirate is collected, they drill deeper with the biopsy needle to get the sample of marrow. In my experience, you should again only feel pressure -- though, if you have hard bones like me, the pressure can be considerable. Often, in this part of the process, I will feel a sharp twinge, tell the doctor, and they will hit me with more lidocaine.
8. After all is done, when the lidocaine wears off in a few hours, your hip will be sore. For me, that might last a day. The incision site may be tender for a couple of days.
Do not --
like I did -- make the mistake of undertaking vigorous exercise -- like walking a mile or two -- while still numb with the lidocaine. You will regret it when the lidocaine wears off.
That's about it, in my experience. Everyone seems to have a different experience of pain in this procedure -- sort of like going to the dentist. It's a terror for some; a walk in the park for others.
Take care!
Greg