OK... here's the experience of such products fromn a Transgendered individual, for whom hair removal is a full-time job. Obviously, the entire principal of this machine, is the same as the pink "Hair-Away" buffer that you can buy for a few bucks in any drugstore.
There is one reason, and one reason only, that I carry one of these in my arsenal. It is quite effective at removing facial hair that is very short, and difficult to shave. Now, of course, I'm sure there's a big difference between rubbing your face with this little rubber thing, and a machine that does the job, but they are performing the same operation. Just like a sanding block as opposed to an orbital sander.
I have found the process to be a bit uncomfortable, but certainly never painful. The big trick is to make sure that the skin is stretched taut on the area you are treating. You want painful?... Use a Braun Silk-Epil on a moustache! ( A power tweezer, similar to an Epilady, but one that will work very well on facial hair) I can only use my Silk-Epil after I have seriously thinned my facial hair through tweezing. However, I have never experienced anything more than a short-lived redness from using the buffer type treatment. Absolutely no scraping, bleeding, or scabbing. The Silk-Epil has torn my face up quite a few times.
And as others have said, in this thread, it seems to be a hit and miss, here and there procedure, and if you went on long enough to get all the hair, I imagine you would be bleeding! If I were removing leg and/or body hair, I would choose an Epilady, or a Silk-Epil, hands down over this machine. Although my advice for the last 25 years for the removal of body hair, is, and will continue to be, depilatories such as Nair.