Ah, self-flagellation, that most glorious of pastimes. What could be better than sitting around cutting yourself, beating the bejeezus out of yourself with a whip, or intentionally wearing tortuously uncomfortable clothes? While modern society has largely relegated self-flagellation and mutilation to the trash heap of history, it still has its holdouts. Most of them are goth teenagers. The rest are religious folks.
Believing that they should suffer like Christ suffered (Well, believing that they should often be somewhat uncomfortable.), a surprising number of religious loons practice self-flagellation today. It is especially popular among the Roman Catholic Church and the Catholic lay order Opus Dei. This self-punishment often comes in one of three forms. The first is wearing a "hairshirt", which, as you might expect, is a coarse, over-warm shirt often made of goat hair. I imagine it feels somewhat like being a Wookie. The second is beating oneself with a "discipline", which is actually a a small scourge made of rope. The third, and most fashionable, is to wear a cilice, which is a band of chain with small spikes protruding from it. They are a typically worn across the thigh, and are by all reports quite unpleasant. (They won't actually rip you to shreds like the one depicted in the film The DaVinci Code - They're meant to poke and be uncomfortable, not to break the skin.)
Well, if all this crazy crap sounds good to you, I can refer you to a reputable website that sells these instruments of self-torture. It even has a creepy slogan: "How luminous is darkness." Reminds me a bit of Hellraiser. Just don't go overboard - this stuff is super expensive. I guess the hairshirts and cilices are a limited market and take some skill to make but there's no excuse for the "disciplines" costing so much, they're just rope. If you think of Jesus as an S&M fan and would like some implements of discipline at a more reasonable rate, I might suggest a simple trip to your nearest adult store to satisfy your kink.