My first time getting stung on a bug safari tour, and by a carpenter bee, no less. It wasn't bad, really. I'd heard that it's not as painful as a honeybee, and in this case, that was true. The stinger did not remain embedded in my finger (with a small chunk of the bee's abdomen) pumping venom into me, as it would have with the honeybee.
It did smart, and my finger was swelling a little bit, but as luck would have it, there was a vendor in a booth at our plant sale who had aloe vera products. He was happy to give me a little squirt of lotion from one of his sample bottles. Within minutes, the pain was subsiding. On the way back to the children's garden, I bummed an ice cube from the Shave Ice people. By the time it had melted away, the pain and swelling was basically gone.