The violet wand is way different then begin shocked by say, a household outlet, or an electric fence. They are high voltage, but low current.
When I get zapped by a wall outlet it hurts like hell in a line up my arm. It sort of stuns me, the muscles in my hand and arm stop working and my whole body goes tingly. It is scary as shit, particularly since, unless you have some disregard for your safety, and go around intentionally touching live wires, it is likely to also have been a surprise.
Violet wands have an adjustable voltage and are used with a number of attachments. The feelings can range from almost like an ants crawling on you tickle, to licking a 9v batters, to a good shock after walking on carpet in winter, to an incredibly painful cutting feeling, but the sensation is limited to your skin. It does not cramp your muscles or cause deep or extended pain. Though, you can make someones fingers twitch if you use one right on the inner wrist, and if you have the metal tip in one and the voltage up high they can cause branding. Also the sparks can be used to ignite flammable things in fire play.
A lot of people don't like it, but I reeeeaally do. It makes me tingle all over, not even in an aroused way, just in a ooooo zap, zap, oooo, "I'm ALIVE!" way. But then, I did lick 9v batteries for fun when I was small.