I know it's never been shown to be true in ST.
But you know what? I bet it HURTS to be transported.
Your body is dematerialized while you're conscious.
How can it NOT hurt?
I think the only time we saw someone scream during transport was during the malfunction in TMP. Barclay didn't seem to be in any pain when we witnessed him being transported in "Realm of Fear."
What, your brain is concurrently disintegrated so that prevents the pain from registering as a sensation?
Probably. Or the transporter process reduces it to a mild tingly sensation that lasts only a few seconds.