This is a particularly important topic in the lab animal field, so I will chime in with my two cents.
Animal species vary in their ability to sense pain. In general, mammals (especially high level mammals, such as primates) are physiolologically similar to humans, and it can be reasonably expected that a procedure that would be painful to a human is likely painful to an animal. The
Guide for the Care and Use of Laboratory Animals (8th ed.) explicitly states this:
There is also the consideration that some animals (prey species, in particular, such as mice and rabbits) are particularly stoic and do not overtly show signs of pain in order to avoid appearing weak to predators (including large, omnivorous primates,
i.e., humans). There was an interesting paper in
Nature Methods about different facial expressions shown by mice in response to various noxious stimuli (Langford, Dale J.,
et al. "Coding of facial expressions of pain in the laboratory mouse.
Nature Methods 7(6): 447-449).
The lines become a little blurry in amphibians, birds, fish, and reptiles, and blurrier still in invertebrates. However, the most appropriate position, in my opinion, is to provide pain relief in conjunction with any procedure which can reasonably be expected to be painful and/or to complete a procedure as painlessly as possible, unless either of these things interferes with an experiment's scientific aim(s) (the last clause is applicable in research situations only, of course). The best course of action is to err on the side of caution.