What does it feel like to have late stage cancer? Painful?

Pain, loss fxn.,etc. This is something we hope we never have, but if one has it, it can include pain, weakness, inability to do some things, and it can have an effect known as cachexia, which is severe emaciation, and muscle atrophy due to the metabolic demands of gthe tumor, among other things.
Depends what kind. It really depends what kind of cancer, and where it is located. Some late stage cancer can actually be relatively pain free. Others are extremely painful and require high doses of pain medications to maintain comfort. Generally tumors that wrap around nerves, or infiltrate muscles or bones are the most painful.