I think it'd be one of the least painful places. The scalp is thin, and isn't overly sensitive, think of how professional wrestlers often cut their scalp on purpose. And I don't think the skull has a ton of nerves in the first place.

A relative had brain surgery for a tumor, and if I'm remembering what she said from fifteen years ago correctly she said the anesthesia shot hurt, than the rest was more a relief than anything as the tumor had been applying constant pressure for years.