Not common. Unless you have a tight foreskin or tight frenulum (web of skin beween glans and foreskin) or if partner has a very tight vaginal opening. Urethral stricture or ejaculatory duct blockage can be painful with ejaculation. Tight foreskin or frenulum can easily be corrected by a urologist.
Uncommon. I'm assuming you're referring to a man having pain with vaginal intercourse, which is uncommon and, if present, should be evaluated by a doctor. If you're referring to a man engaging in receptive anal sex, pain is quite common.