I was eating the jalapeno I mentioned in my poll below and managed to get jalapeno juice on my fingers, then my face. My nose burns like fire, and jalapenos have a pretty low Scoville rating, all things considered.
My brother got pepper-sprayed for job training when he first became a security guard. The logic was that if they knew what it felt like, they'd be less likely to spray people unless the situation truly warranted it.
He was less than enthused with said training. He was even less enthused later on when he went to take a shower and some of the spray that had gotten into his hair washed into his eyes.