I find personally that some watches are extremely uncomfortable, and some I barely feel.

The small, thin watches that don't get hung up on clothing etc work well for me. Timex weekender, and Casio F91W-1. Of course, they have pretty limited utility. Time & alarm.

All the bigger, nicer watches I've tried are uncomfortable, and that's coming from someone who wears a watch basically every day.

Bands can matter a lot, as well. I have a very small "tightness" range where it's tight enough not to slide around, but not so tight that it hurts at all. The bands with a bunch of holes in them sometimes don't have a hole where I need it.