Hi again,
I went for upper arm (as you saw) for my first one - I think it's a less sensitive part of the body. Even that changes between different areas of skin in the same region - towards the front and rear was much more sensitive than the side when they did mine...
Don't worry about the pain though - I got myself worked up, thinking it would be agony (heard stories of people passing out etc), yet I found it easily manageable. I don't think it hurt more when going near a bone, but it did feel very strange - it was almost like I could feel it resonating through my shoulders and neck!!
I think the Henna tattoo idea is a good one, or maybe even one that is airbrushed on - that way you can play around with designs and areas where you would like it most.
Looking for tattoo number 2 now..... thought about a siberian and bengal tiger in a ying / yang type design, but I'm still working on it.
The guy that did mine has a website - www.intoskin.co.uk - might be worth a look to see if there are any design ideas you like there.
Post a piccie if / when you've had one - would love to see what you decide on.
Cheers,
Bull!