Anesthesia and PM&R are both 4 years of residency, including a preliminary year first that may or may not be included in your specialty residency. If it's not included you have to do it elsewhere. Pain management is a 1 year fellowship after anesthesia. I'm not sure what it is after PM&R, but it's probably the same. Anesthesia was more competitive this year that it was for many year, but the degree is subject of much debate. PM&R isn't really competitive, but is a newer field and less well known in some parts of the USA. The competitiveness of fields goes in cycles and anesthesia has been up, down and now up again in the past 10+ years. You're still a few years away, so there's no way to know how it difficult it will be to get into when you're at that point.
Pain management is a multidisciplinary field that is practiced by docs in different fields, but mainly anesthesia, PMR, and Psych. There are a decent amount of procedures and alternative therapies can be involved to varying degrees. There will always be patients who are drug seeking that you will have to deal with. Some (not all) of the patients have significant psychiatric issues. You try to focus on getting people functional (physical therapy and nerve blocks, etc.) not getting rid of their pain, because you won't be able to get rid of pain for many. It is different than the rest of anesthesia because you see patients in an office over a long period of time and they are your patient.