i have large nipples too. i was pierced at 10 guage, but my piercer would like to pierce me again at 10 and then immediately stretch me to an 8 to prevent migration. Also, it's likely that we'll pierce partly behind and partly through the scar tissue to help maintain the piercing. Of course, this assumes that i'm going to do it again. The jewelry, plus the repierce, plus the tip, plus the microbial soap should come to something like $120.
since i wear bras frequently, i will likely pierce with a longer, wider barbell so that there is appropriate movement to allow for cleaning. Similarly, i'm going to buy all cotton bras, since it's what my piercer recommends for breathe-ability which helps heal the piercing.
for women with fuller/larger breasts, the barbell is the best choice to help prevent migration from the down-and-outward pull of the nipple ring when held to the breast by a bra. so, it makes sense for women to pierce with this--but there certainly is a lot of debate on the topic, as well as which guages to pierce at (some say pierce small as possible, others say large as possible, and still others say scalpel to a 1 or 2 guage).
it could be that most of the pain is from bruising from the rough play. i guess you may have learned *that* lesson!
i do hope you're feeling better soon!