According to wikipedia, most seasoned inmated state they would rather get tazed as well.
"For individuals not previously exposed to OC effects, the general feelings after being sprayed can be best likened to being "set alight". The initial reaction should the spray be directed at the face, is the completely involuntary closing of the eyes (sometimes described as leading to a disconcerting sensation of the eyelids "bubbling and boiling" as the chemical acts on the skin), an instant sensation of the restriction of the airways and the general feeling of sudden and intense, searing pain about the face, nose, and throat. Coughing almost always follows the initial spray.
Subsequent breaths through the nose or mouth leads to ingestion of the chemical, which feeds the feeling of choking. Police are trained to repeatedly instruct targets to "breathe normally" if they complain of difficulty, as the shock of the exposure can generate considerable panic as opposed to actual physical symptoms.
The burning reaction lasts, in some cases, for up to 4 hours. Intense headaches can result in some situations. On occasion, seasoned offenders have complied immediately after production of OC spray canisters, often requesting TASER usage as opposed to OC spray usage due to total time of effects."