For chest tubes and such, I tell them it will hurt, but it will feel so much better when it is out. "Yes, this will hurt. Some patients say it doesn't, but some say it hurts like the dickens. However, I will be quick and it always feels better once it is out. It won't hurt for long after I am done." That way they are ready for the pain, I have not lied to them, and they have some happy end point to look forward to. Usually it works. Sometimes they appreciate the honesty, sometimes they don't. But they all say it feels way better when it is out.
And try to do it when their mom is not in the room. I don't know why, but guys (and many girls) are WAY worse when mom is around than if they aren't there!
For local, I infiltrate ("Your going to feel a little stick and a big burn, ma'am/sir"), then turn to set up my field, tray, etc. I try to give the local time to work, but for somethings (like abscesses) it just doesn't work because of the acidic environment. Again, I try to warn the patient. I paint a bad picture, thinking that if the patient doesn't think its as bad as I say, well, then I look pretty good!
You will develop your own technique, but it won't work every time. And always remember to take the JP off suction before you pull. I think that does hurt worse!