I've tried acupuncture too, but like Poll, I never really found it helped much with pain.
I didn't think it was complete hokum, as I felt it sometimes helped with stamina and resilience - so ability to tolerate pain, if you like, rather than changing the pain itself.
But even that was a bit hit and miss, and didn't last very long (about 48 hours max). I didn't find the effect was strong enough, or reliable enough, to keep persevering.
The acupuncture itself is NOT painful, by the way. The needles are much finer than a normal surgical needle such as you might have had for blood tests or injections. They're like a human hair - really fine and springy.
Having said that, I never found the experience entirely pleasant. Although it's not painful, you can sometimes get little zaps of energy that give you a fright. They last only a fraction of a second, so not even really long enough to register pain. It's like an electrical sensation, not dissimilar to neurological symptoms you might already have had with MS, or the feeling when you hit your funny bone.
Some practitioners believe this response is an essential element of the treatment, and actively try to induce it. My acupuncturist always used to be pleased if he got a particularly big zap, because to him, that proved he'd got the right spot, and that the treatment was working. He thought it was the stalled energies coming out.
My mum, on the other hand, had acupuncture with a different therapist, and she never experienced these zaps, and the therapist never tried to provoke one.
Although I didn't much like them, it at least made it feel to me as if something was happening. The acupuncturist can feel them on the other end of the needle, too.