Essentially it is like pepper-spraying yourself with the stuff the police use, if not worse. I can't really say I vividly remember the period of time between putting it up my right nostril (always the offending side with right-eye pain, as happens with so many around migraine and barometric pressure headaches!). I remember only the vivid reaction of my eye and nose trying to get it out via tearing and running, and I remember what I do is hop around and scream "SONOFAB*TCH! MOTHERF*UCKER" it hurts so bad. It is ten times worse than hard labor.
But, so are the migraines that cause the need. I mean, I do not do this from a sense of melodrama or partial necessity -- I do it because the absolute relief I get is so attractive when sometimes the absolute pain is so great.
Cayenne is under study at Harvard for this kind of thing -- perfect localized pain relief without the euphoric side effects of narcotics! I could tell them a thing or two for sure.... ;)