I've never been tazed but I've been zapped with a stun gun. Having not experienced the full on feeling of being tazed I asked the instructor at pepper spray instructor school about the difference. He'd been tazed about 6 or 7 times. He said he'd rather be tazed than sprayed any day. The "unpleasantness" from the taser only lasts a few seconds while OC hurts for a couple of hours or more.

Funny story about the woman tazing herself though.