well, i actually was a cutter/burner. . .there were times when i did it to center my thoughts--deal with something concrete instead of the crazy emotional turmoil. but eventually i actually did it just because i liked it. burning was nearly orgasmic, i swear it was once or twice. for me it was that as long as the pain was intentional it was good.
but for sexual pain in non-SM relationships, well, nearly everyone does that to some extent. its completely up to you on how far you want to take that. it could just be using a bit more force than is pleasant, you could add some spanking or whatever else you want.