It really depends on the person. I shouldn't have piercings in my ears, because the skin there's allergic to it, but I stretched my ears, so I really don't care now.
I always thought that lips were the least painful place to get pierced. Just because it's SO fast.
If you go to get your ears done, though, and haven't all ready, go to a real piercer instead of cheap places with a piercing gun or bollocks like that. It fucks your ear for life.
In my personal opinion the ear hurt slightly more then my lip did but neither were painful at all like a 2 on the pain scale for my ear and 1 for my lip