I had mine done at 5 yrs old. My aunt was a nurse and used a needle and thread!! I still remember how painful that was!!
I had my daughters done at 6 weeks, and my two sons at 5 yrs old. They're all in their late teens now and they said they are glad I had it done when they were younger because they don't remember how painful it was.
During my daughter's early teenage years, she wanted to get her ears double pierced. I told her to wait til she's 18 to see if she really wants an extra hole in her ear. She's now almost 20 and doesn't really care to have it done anymore.