I had one attempted about 6 years ago, and it was very painful, but they never actually got it done. My uterus was tilted and they were never actually able to get the cath in. I did cramp alot afterwards, and I had really bad hot-flash type experience on the way home, it was NOT a hot flash, but I got really, really hot, and it lasted for about 2 hours. It was January and there were three inches of snow on the ground, but we drove home with the windows down anyway. I did not have anything before or during the test for pain, not until I got home. My SIL is a radiology tech and she has helped with several of these tests and she said most people have cramping, but it's not usually as bad as my experience.
Definitely take something before you go, and good luck. My new (former already) OB was trying to push me into the Essure, but after I heard about the HSG part of it I refused.