Mirena advice!

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So I decided that for birth control I want to get an IUD, most likely Mirena, but I do have some questions and concerns.
First off, insertion. I heard that it hurts horribly and I really don't have a tolerance for pain. Any advice on how to handle that? Is it worth it? How badly does it hurt/what does it feel like? 
Second, risks. I have heard rumors of cases where women have gotten pregnant while on Mirena and ended up having serious complications. Can anyone clear my mind with some statistics or anything?
Third, symptoms. If you're on Mirena, what symptoms have you faced if any? Have you tried other birth controls before tying Mirena? If so, how do they compare?
Fourth, time. I know some birth controls may take time to work and some even take a lot of time after stopping them to be able to conceive. How fast does Mirena start working? If I decided to remove the Mirena, would I be able to conceive right away?
Does anyone recommend any other birth controls besides Mirena?