My personal pain has been that of headaches particularly early on in my clay shooting when I weighted nothing and guns had yet to evolve into the heavy weight sorted near master pieces of present day, no recoil reduction devices and 32g shells just added to the nasty cocktail. Also recall borrowing a Beretta S57E field gun and literally wincing from shoulder pain towards the last few shots on each stand, this was a light gun with a plastic butt cap shooting 32g shells back in the early 80's.
Things got progressively better as having learnt about recoil I bought much heavier guns and fitted them with good recoil pads and of course the adoption of 28g loads helped a great deal. In the last decade or so the easy availability of devices such as the ISIS has without doubt helped, but you have to balance things with personal tolerance levels. Many's the day I went home with a blinding headache caused by concussion but oddly shoulder ache has never caused me anywhere near the same trouble. Using a heavy, sorted gun with a reducer and good pad with sensible shells and pacing yourself correctly it is possible to avoid headaches and I have been known to shoot 3 rounds in a day plus pool stands and just suffered a murmuring of head pains, I have also gone home with a blinder shooting a single round but often this is coupled to high stress levels either from work or shooting well below par and losing to people you know you can beat.
I truly believe headaches are much more common than people admit to, those that never suffer it through concussion of recoil are extremely lucky. Nowadays I shoot a PFS stock which is ace and providing I shoot no more than around 200 clays I don't hurt anywhere.