My daughter isn't impressed with them either.
According to my high school sweetheart, prong collars are uncomfortable - but not painful. She tried it on her biceps before using it on her Aussies. But, yeah, they look like medieval torture devices. The prior owner for this dog used it as a normal collar all the time, and not just for as-needed-correction-during-training. When we met him, he was wearing it and pulling on his leash (so the prongs were digging into his neck) in the pet store when he was excited about meeting some of the other dogs and people.
From my reading, that's the wrong way to use them - it should be worn near their ears, and sparingly used - along with a separate collar/harness for normal restraint - during the training period to ensure reliable compliance. In theory it distributes pressure evenly around the neck and gets their attention quickly, then you release it.
And - it obviously wasn't terribly effective, since it didn't stop him from pulling against his lead even with steady pressure over a minute or so.
My daughter just found another suggestion - a squeeze bottle filled with yogurt or peanut butter. She tried the former already and says it is mess free and works. My slobber-covered hands think that's a good idea!