I've heard industrial piercings can hurt because it's basically two piercings, and they've got to get the angle right and put the jewelry through both of the new holes. The pain will depend on your pain threshold and the ability of your piercer.
I haven't got an industrial piercing, I only have a helix piercing and a tragus piercing and several other piercings on my ear lobes and my nose. The piercing on the ear cartilage parts are more painful than the ones on softer part (ear lobes or nose). So you have to clean it frequently, don't touch it or at least try to avoid to touch it as much as possible. I touched my helix piercing a lot so it took me so looooooong to heal. And don't turn your head to the direction of your piercing when you sleep. Clean the piercing with the spray (it's like salt water), should be fine. I love piercing (to some extend), so I'm sure it will look great on you!
I have a friend who got it done and she said it hurt a lot but I guess it also depends on your pain tolerance in general. Anyway it's pretty cool, I thought about getting it as well but for some reasons my ear piercings always get infected so it's probably not worth it for me :P