It does not need to be painful. There are pens that require far less friction to write than ballpoints or pencils, namely fountain pens and rollerballs. Good technique helps too, e.g. writing with your whole arm instead of your fingers and your wrist only.

Unfortunately, most people in Europe seem to be done with fountain pens after the first few years of elementary school. I am not sure about the rest of the world, but I would guess that it is similar.

// EDIT: Grammar