A single [bee] sting hurts, but only enough to be mildly annoying. The pain last only around 20 minutes. In my limited experience of stings it's about equal to a horsefly bite, or a (non-fatal) box jellyfish sting. It's not nearly as painful as a South African fire ant bite, which I now very studiously avoid.
The story of the Doctor testing the sting of a jellyfish will have you squirming in your seat, however:
20 minutes after being stung on the beach, they began to feel the venom’s terrifying effects. Chilla Ross began screaming, "Let me die." Nick remembers vomiting "as Dad carried me upstairs, then I was lying on a bed swallowing painkillers. I felt pretty terrible"—so terrible, in fact, that he found himself "thinking that dying mightn’t be a bad idea." But he survived, as did Ross and his father.