I got my clit pierced about two years ago as a surprise birthday present for my husband...Let's just say it has worked out great for both of us! I didn't have much pain or discomfort from the piercing at all and was able to have sex almost immediately (with doggie-style being the position of choice of course).
In regards to changing the actual piece of jewelry I have my husband do it. I am sure I could do it alone but it would definitely be difficult depending on the jewelry. You can find some pretty outrageous pieces to wear. I have one that actually lights up and changes colors
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