When my son was born he had a hard time getting enough of my nipple in his mouth and the lactation consultant recommended nipple shields. They worked and he adjusted to them quickly. If you do use the nipple shields you will probably find that you won't experience too much pain from that initial week of breastfeeding. However if you stop using the shields you will probably experience some of that the first few days as your nipples get used to the baby sucking more of you and not having the shield. The shields worked well for us, but it was kind of a pain to always have them, pull them out when you needed them, get everything ready if you were out and about, etc. I used them about three weeks then decided to wean him off of them because it was such a hassle to use them. The first few times he nursed without them was a little different for him. He wasn't crazy about it, something different than he was used to, but I really wanted to stop using the shields. He got it after a few times and we were off and rolling. Also, the first two times he nursed without the shields he ended up sucking more air and throwing everything up. All in all, they worked fine, but I would say don't use them if you don't have to. It can just be a little tough when you want to stop using them.
Something else that might help with the pain is a product called Soft Shells. Medela makes them. You wear them inside your bra and they keep your nipples from rubbing against your clothing. Helps if you are super sensitive.
As for pumps, Medela makes a new one called the Freestyle. It looks amazing. It weighs only 1 lb. and can fit in the palm of your hand. It is a double pump and the settings and everything are electronic. It also comes with hooks so you can pump hands free. I don't have it (wish I did!), but a friend of mine got it and loves it. She even bought hers off ebay (new, unopened).
Breastfeeding is one of those things that can be frustrating, as you have experienced. I think you just have to stick with it and tough it out. I hear so many people say it took 2-3 weeks to get mom and baby used to everything. I think things get worked out and run more smoothly if you stick through the hardships at the beginning. Lactation consultants are great to talk to as well. I hope everything works out well for you - good luck!!