Questions about septum piercings...?

Okay, so I have numerous questions about getting your septum pierced and such. First of all, I really want to have it done but I've never had anything pierced before, not even my ears (though I'm doing that soon), so I'm wondering how bad it hurts. I also had issues with frequent nosebleeds in the past, so I'm wondering if getting a septum piercing would make it start up again. Another thing I want to know is what is the typical type of jewelry the piercer puts in initially. Most of the pictures I've seen have been of the horseshoe barbell thingys, so I'm assuming those, although I don't know why. Is it because they're just more popular? Personally I don't really like the look of those, if I were to get my septum pierced I'd want just a plain segment ring, or maybe a cbr, although apparently segment rings are hard to deal with; is that true? I want to get a job and so I'm imagining switching daily back and forth between a segment ring and a retainer for work (once the piercing is completely healed of course); would that be a big hassle, or would it be too harsh on my nose? Oh right, and so would I be able to get my nose pierced initially with a segment ring or no? And what's the typical cost? And how do you choose where to get it done and who's reliable? And do the rings come in different diameters? In some pictures I've seen the rings people have in are right up against their noses and look really small, and I'd want mine to be away from my nose more and more noticeable, not like a little thing you have to squint at to tell what it is, ya know? So then would the key be to get a bigger gauge or bigger diameter? Okay, I've asked a lot of questions so I'm going to stop now lol. Any wisdom on this subject would be greatly appreciated though, so thanks! :)