Pain, ache, pang, throe, twinge, stitch are comparable when they mean a bodily sensation that causes acute discomfort or suffering.
Pain may range in its application from a sensation that makes one uneasily aware of some bodily disturbance or injury to a sensation resulting from severe injuries or disease and of agonizing intensity; from a sensation that is purely local to one that affects the entire body.
More technically, pain denotes a usually unpleasant sensation that results from a noxious stimulus to skin or tissues and leads to avoiding reactions.
An ache is a steady, dull, and often generalized pain that is frequently associated with some underlying disorder.
A pang is a sharp, sudden, and usually transitory pain of great intensity, especially one that recurs in spasms.
A throe is a pang characteristic of a process (as of labor in childbirth). Because of its association with labor the term usually designates a violent and convulsive, as well as a recurrent pain.
A twinge is a momentary shooting or darting pain, especially one causing muscular contraction or twitching; it is sometimes regarded as a premonitory symptom.
Stitch differs from twinge in suggesting something that runs through a part of a body (usually a muscle) like a piercing needle. All of these words except the last designate also mental suffering.
Pain commonly suggests sorrow (as for something lost or unattainable).
Ache usually implies suffering that must be endured or longing not likely to be appeased.
Pang suggests a sudden sharp access of a painful emotion.
Throe presupposes the existence of mental agony and designates one of the recurrent spasms that characterize the state of mind.
Twinge suggests less poignancy than pang but often connotes compunction.