I've had an endoscopy before, to push down some food stuck at the top of my stomach, with no sedation or numbing. Being held down by a couple of nurses and the doctor whilst the procedure was done three times - the first two times I pulled the endoscope out after having panic attacks - was the worst medical-related experienced I've ever had, and it still gives me nightmares. Turns out the doctor was known for being a sadistic bastard who enjoyed seeing his patients squirm; I wish I was making this up.

OTOH I regularly have a colonoscopy under heavy sedation, and never remember a thing.I know there are risks with any kind of sedation or anaesthetic, however anecdotally they've saved me a lot of trauma.