When it comes times to give "real" erotic pain, I think you should begin with your hand. Your hand is an intimate, personal part of you, and pain that comes from you personally, as opposed to coming from a more impersonal object such as a whip or paddle, often has more intimacy and is easier for the submissive to accept. The body-to-body contact, the touching, adds intimacy.
Spanking is one of the best ways of introducing erotic pain into a relationship. (The other is lightly pinching the nipples during sex.) Spanking can be done spontaneously, and involves no threatening-looking whips, clamps or other equipment. Furthermore, you can start lightly and build or ease up as appropriate. In addition to the buttocks, breasts, and genitals, most other parts of the body can be spanked (although these are the most popular areas).
You might begin the spanking by running your fingers lightly over the submissive's buttocks. (Some submissives find this ticklish, so you might need firmer strokes). One good way to begin a first erotic spanking is by placing your dominant hand -- your right hand, if you're right handed -- on the submissive's buttocks and your other hand on their genitals.
Remember to establish and verify safewords before beginning to give pain. Also, to increase their sense of safety, you probably should not bind your submissive before their first spanking. Remember, this whole idea frightens many people. A bound submissive may have a harder time relaxing and opening up to the experience. I also suggest avoiding blindfolds and gags.
It's wise to remove any rings on your hand, and any loose-fitting bracelets, before delivering a spanking, especially if the jewelry is elaborate or expensive. You don't want your jewelry to injure the submissive's skin. You also don't want any gems to go flying across the room--where they will inevitably land in the world's hardest to find location.
Submissives should be able to relax completely when receiving a spanking, so position them accordingly. You might have them lie across your lap with your nondominant hand on their genitals. (Seating yourself on the bed, and allowing them to stretch out with their hips across your lap while resting their upper body and legs on the bed, can work well especially if there's a wall or headboard to support your back.) Another approach is to order them to kneel beside a bed with their chest and head resting on it.
To give the spanking, get close to the submissive and maintain skin-to-skin contact. (This is a good time to locate their tailbone.) Perhaps caress their genitals and wait until they're aroused before giving the first spank. Start with the cheek closest to you. Cup your hand slightly and keep your fingers together. Make your first spank little more than a firm, brief touch that makes little, if any, sound. After the spank, lightly but firmly massage the spot for a few seconds. (This brief massage will take the sting out of heavier spanks.) Still your spanking hand, fondle their genitals for a few seconds, and deliver another stroke in the same way.
Give another two dozen spanks in this way. Each should arrive at least five seconds after the last. Cover both cheeks. Remember that gravity will pull the submissive's buttock muscles down, so the spanks should land only on the lower half of the submissive's buttocks.
If this goes well, you might slightly increase the spanking's force for twelve more strokes. Repeat twice more if all seems well.
SM Classics is Edited by Susan Wright and published by Masquerade Books. Many other books of classic and contemporary erotica can be found at The Erotic Book Society.