For moderately bad sharp pain (like when I got my finger caught in the hinge of the storm door), usually I'll say something along the lines of, "Jesus motherf*cking sh*t" but I've been known to be even fouler when the pain's really bad. On the other hand, when I ripped my big toenail off accidentally, I was speechless with pain and pretty much just grunted and whimpered while tears ran down my face and I curled up in a fetal position.
If it's something like stubbing my toe or jamming a finger, I'll forgo the cursing and just hold my breath and do a sort of "Mmmmmmmmmphhhh" as I dance around shaking it off.