I had a cystoscopy about a month ago in preparation for a PVP
operation (which will be done in about two weeks). The doctor used a
flexible cystoscope. The only anesthetic was a numbing gel that was
squirted into my urethra before the scope was inserted. I was able to
see my urethra, prostate and bladder on a monitor as he moved the
scope in. The whole procedure took less than five minutes, I think. It
was a thoroughly unpleasant experience, but not really painful.
Immediately after he removed the scope, I felt OK.  Once the numbing
gel wore off, I had a bad burning sensation whenever I peed. The
burning lasted for the next two days.

From what I have read, mostly in the sci.med.prostate.bph newsgroup,
some guys insist on general anesthesia for this procedure. Also I have
read that rigid scopes cause a lot of pain. So insist that the doctor
use a flexible scope.