I didn't feel the ring of fire at all, it was wonderful (felt it with my first and hope to never feel it again lol).
The needle isn't bad you just lie still and they insert it between contracts. I've had a lumbar puncture and that was much worse than an epidural.
They don't always give it to you in between contractions. DH had to literally hold me still because I got mine while I was having a contraction.
I didn't feel the ROF with the epidural, just pressure. However, I then had two more births with no epidural and it wasn't that bad. I will never get the epidural again because it could have contributed to the problems DS1 had at at birth, as well as the extremely high fever (almost got dunked in an ice tub, it got so high) I ran after the birth. I just don't want to take the chance.