Ultrasounds are pretty easy -- they don't hurt. I have Atypical Ductal Hyperplasia, which puts me at a bit higher risk of breast cancer. I also had a fibroadenoma when I was younger .... so I've had a few different kinds of breast tests..... when I had the fibroadenoma, I had an ultrasound, and they found the lump and took biopsies.... what was scary was that the thing they used to take the biopsies sort of sounded like shooting a gun into my breast..... this was very scary to me (and before I had gi problems and had so many other awful tests); I don't think it was all that painful, but I don't remember that well, as it was a while ago.
I have also had some tests that are further down the road, and a bigger deal (sterotastic and surgical biopsies), but I had these after they found calcifications on a mammogram, not because of lumps .... I can tell you about them if you want to hear, but hopefully you won't need them. The most common causes of lumpy breasts are cysts, which can be drained or left alone, depending on how big they are, and fibroadenomas (mine they just left, and it seems to be gone after ten years or so, but they can be surgically removed too).