I am having tests at the moment as I keep getting Urinary Tract/Kidney infections. I had a procedure to X Ray the Kidney. This involved a "Dye" being injected into my arm, and several X Ray's taken to see how it moves through the Kidney. It doesn't hurt at all, you just get a very strange warm feeling moving around the body. This only lasts a couple of minutes.
Last week, I had the Scope inserted to look into my bladder. I would be lying if I said it didn't hurt, but it isn't that bad. The worst bit is the waiting and thinking about what's about to happen. They lay you on the table and quickly put some anesthetic gel on and in your "bits." Then, they insert the scope and do the examination. It was all over in about 3-4 mins. It's not a pleasant experience, but it is quick and you walk out of hospital very soon after it's done. I will say that when you pass urine, it hurts for a day, but then that goes away and you're fine.
I also had a prostate examination, which again is quick. It's more embarrassing than painful. So don't worry too much.
I was very worried about these procedures, but a good friend of mine (she's AB) told me to think of it as a visit to the baby doctor, who was checking out your baby bits. She said to get into baby mode and it would be more bearable. That might work for you.