Well, most of them were on young kids (youngest I saw was 2), so they were put under with a light anesthetic. They sometimes shifted a bit or moaned slightly, but they weren't actually conscious. I did see one in a teenage boy who had too much fluid in his chest from his tumour to be given anesthetic, so they had to put in a chest tube and do a bone marrow aspiration / spinal tap with only local anesthetic. He was definitely screaming and that was definitely unpleasant to hear. That one was in an OR.
The most nervewracking part about the procedures where the kids were under was that the parents would sometimes be in the room. They would ask to watch. This one mother was taking cell phone pictures of her 7 year old on the table, and then with the doctor about to put the needle in, etc. She just was like, hovering around and photo documenting it. It was weird.... But if it helped her deal with the situation that her son had cancer, I guess I can't complain! Everyone has different coping mechanisms I suppose.