I absolutely would prefer pain to boredom. I'm not afraid of being alone with my thoughts, but I am terrified of boredom.
With the shock, I can totally see myself locked in a room with the device and trying to see if I could condition myself to not react to the shock. As long as I had some sense of safety (they have a doctor and some paddles on hand) I would take days seeing how far I could push myself.
And to be clear, I hate pain. But I love to conquer that which would make me weak.