When I needed help for painful nursing, I was given the "go ahead" from my OB nurse. When in contact with LLL people, they encourage people to not use them-and for good reason.Once you're on them, it's very difficult, frustrating, and confusing for lo to not use them once you don't need them anymore. Read this FAQ called "Nipple Shields . . . Friend or Foe?" http://www.llli.org/llleaderweb/LV/LVJunJul00p39.html if you haven't already.
If you're still having pain nursing, is it through the entire feeding? If so, really trouble shoot your latch and positioning.
I'd encourage you to not get on them. I have been there and it's no picnic coming off of them and it's no picnic having to stay on them: it's an extra step in each nursing session, one more thing to sterilize, hard to make sure it's positioned at night when you're a zombie and it's dark... I could go on and on...
Are you having any cracking? bleeding? blistering?