I have a Tens unit I use for neck pain, but it can be fun to use during forced orgasm or other play.
Violet wands are a lot of fun but very expensive. they can hurt if you set it high enough (they're powerful enough to brand someone). They also can be used more sensually or for tickling.
Edit: Doctor Clockwork is a good place to get violet wand supplies. Violet wands are expensive, so you may want to see about attending an electro play demo before buying.
With Tens Units, make sure not to put the electrodes on/near the heart.