Hi,
I just wanted to let you know that I had horrible nipple damage on one side (which was so badly cracked it got infected and mastitis etc) and experienced general SORE tenderness on both nipples for the first 3 weeks too, and the midwives kept saying, she's attached fine!!! I had to express of the bad one for a while and it took a couple of weeks to heal, BUT importantly once they healed they don't hurt AT ALL, not even a stinging or tingling or anything, and I have papery thin nipples - SO, if you persist it WILL get better. But if it gets to the point where you are so dreading the feeds that it inhibits your letdown or your bonding, trry nipple shields for a couple of days, or even expressing for a couple of days hwile using some serious ointment before you consider giving up.
I actually think the problem with my bub was the way she sucked, so sleepily and lazily but strongly for my poor nipples, and miraculously when she was a little older she was suddenly a pro at it - attachment never changed that much, but suddenly - no pain. Good Luck with it, it's so great that you're still breastfeeding because I know a few of my girlfriends gave up after only a few days of pain and tenderness, and it seems like the general vibe most people gave to me (except on this site) is 'oh, if it's a hassle or hurting, there's no harm in turning to formula', which can make you give up too soon IYKWIM.