Is it painful to get a vaccination?

Yes. (but only a little). Often a child's reaction is a function more of a parent's reaction rather than the actual amount of pain from the shot. Distraction can help rather than overemphasis on the shot that just occurred. Some studies in infants have actually shown that giving a small amount of sugary solution (from a dropper or syringe) just before the shot can diminish the perceived pain.
Little pain. It is an injection and you may feel some pain but it is not too bad.
No. No, it is only slightly painful to get a shot. Oral vaccinations (baby swallows it) such as the rotavirus vaccine do not cause any pain.
Yes. I completely agree with dr. Tzanetos opinion. I couldn't have said it better myself. The vaccination is so quick, that the child (or adult), doesn't have time to respond. So it really feels like a "little pinch".