A lot of people have told me (and I seem to remember seeing so myself) there is a view in the Rishonim that someone who is killed Al Kiddush Hashem (for the sanctification of G-d's name, ie., martyrdom) does not feel the pain. In this thread people have pointed out a few proofs that they definitely did feel the pain.
What is the source that there is no pain when being killed for Hashem?