Perhaps the most common misconception about leech bites, and one that I keep hearing, is that leeches have an anaesthetic in their salivary secretions. The idea seems to have started with Sawyer's Leech Biology and Behaviour, and has even been repeated in normally reputable journals and academic websites frequented by the public for information on various animals.
The theory goes that leeches, being stealthy, inject an anaesthetic so as to avoid detection. Most notable was an NPR Science Friday story from August 26, 2005 in which a homeopath (Woodson Merrell, of Beth Israel Hospital) and a neurobiologist (George Stefano, Director of the Neuroscience Research Institute, SUNY at Old Westbury) promogulating the story that leeches inject a morphine-like substance to "numb" host tissue.
Of course, the real story is that leech 'morphine-like' substances are in the neural tissues not in salivary tissue as had been known five years earlier (Laurent et al., 2000. Morphine-like substance in leech ganglia. Evidence and immune modulation. Eur J Biochem. 267:2354-61).
It should come as little surprise that the myth of a salivary anaesthetic would be further repeated by BioPharm, Leeches USA, Niagara Medical Leeches, and Ricarimpex, (all purveyors of medicinal leeches). After all, patients might resist leech therapy if it is going to hurt.
In my experience, the bites do hurt. Usually just a little, sometimes rather acutely (especially if your skin is not numbed from having been in cool water for half an hour), and in at least one case, intensely enough to cause one of us to nearly kick the dashboard off a rental car.
More importantly, there is not a single refereed article in the scientific literature that in any way points to an anaesthetic in leech salivary gland secretions. Twenty years ago, Meir Rigbi and colleagues showed rather convincingly that it does not exist ( Rigbi et al., 1987. The saliva of the medicinal leech Hirudo medicinalis - II. Inhibition of platelet aggregation and of leukocyte activity and examination of reputed anaesthetic effects. Comp. Biochem. Physiol. 83C, 95).