My son had a sleep study done last year when he was 3. It wasn't bad at all. We went in the night before at his regular bed time and I got him ready for bed. Then they put a bunch of leads on his head for the EEG, his chest and legs for the EKG, and a breathing tube for his nose (but instead of pumping oxygen in it was actually monitoring the carbon dioxide he was exhaling) and there was a camera monitor. No one came in the room to bother him unless the breathing tube needed to be adjusted (which it did 3 times and he hated it so they finally just omitted that portion rather than keep disturbing him). In the morning, they removed all the lead lines, wiped him up and sent us on our way. His head was a complete slimy mess - don't wear nice clothes. My son was being monitored for sleep apnea so I don't know if your experience will be different. It does take some time to put on all of the leads (at least 1/2 hour)but I brought his favorite movie and he just watched that while they did it. You can bring books to read, color, whatever your son enjoys. It doesn't hurt at all but I think some kids don't like to sit still for the lead lines to be attached.