The objective of this prospective clinical study was to analyze the pain (intensity, location and type) that patients presented after the placement of different types of orthodontic appliances: conventional, low friction, lingual and aligners. The sample consisted of 120 patients divided into four groups: conventional (CON), low friction (LF), lingual (LO) and aligners (INV). The participants were given the Short-Form McGill Pain Questionnaire (Ortho-SF-MPQ), where they had to record the pain intensity (no pain, mild, moderate or intense) and the periodontal location at different time points, from the first 4 h to 7 days after the start of treatment. In all the study groups, the most frequent location was both anterior arches, with maximum values between 56.7% (CON group at 24 h) and 30% (LO group at 4 h). The “whole mouth” and “complete lower arch” locations were indicated only by the patients in the lingual group. Regarding pain intensity, the patients reported a higher percentage of mild–moderate pain during the first 3 days of treatment (96.7% in LO at 4 h, 86.7% in CON, 83.3% in LF and 90% in INV at 24 h); later, the reported pain decreased to no pain/mild pain, especially in the lingual group, until reaching values close to zero at 7 days post-treatment. The most frequent type of pain was acute in the low friction and lingual groups (with maxima of 60% and 46.7% at 24 h, respectively). On the contrary, in the conventional (36.7% at 4 h) and Invisalign (40% at 24 h) groups, the sensitive type was the most frequent. There are differences regarding periodontal pain in its intensity, location and type according to the use of different orthodontic techniques.