I always wondered if GIVEN A CHOICE would I rather take ONE sting in a really painful place or SIX stings in a "not so painful place" and I think I'd rather take the SIX.
I rarely use protective clothing (gloves and hood, etc.,) for the simple fact that bees can get inside to easily and getting the stinger out requires undressing OFTEN around the hive, which stirs the bees up even more.
I'd rather put all my faith in SMOKING the bees well, judging the weather and over-all temperment of the hive and then when satisfied with it, go in bare-handed with just protective eye-wear.
Congratulations though on your first sting, it's a moment in your beekeeping life you rarely forget and a benchmark that you hope to use for improvement on all future hive inspections, etc..