I had none with DD (transverse presentation for last four months of pregnancy leading to scheduled csection).

With DS I had built up a fear of having them. First one was at 40+5 at my OB appt and it really wasn't that bad. I also had a stretch and sweep, which I requested in hopes of kick starting labour and avoiding a csection 6 days later (I was trying for a VBAC).
Next one was at 41 weeks during hospital appt for CTG monitoring. Had another stretch and sweep. Again not too bad.
During labour later that night and the following day I had three. I was 3cm, 7cm and fully dilated. I'd had an epidural for the latter two and the first one was ok. Overall I found the VEs useful in letting me know I was progressing with my labour and keeping me hopeful of achieving my longed-for VBAC (which I did get). Perhaps if I had not progressed as well/fast then I would have found them disheartening, or if they were painful. But for me they were more of a positive than a negative.