I had one internal when I was in labour with Olivia, by my OB. It hurt like nothing on earth, but it confirmed that I was nearly 10cm dilated (up until that point everyone was convinced I was in pre-labour, LOL!) and Olivia was born about 20 mins later.

So whilst it hurt, I am glad he did it, becasue hearing that I was so far dilated gave me a huge renewal of energy to push.