There is something called a neuro-override reflex (NOR) that is exploited differently by martial combatants and torturers. Essentially, the brain (actually the spinal cord) is hard-wired to treat certain stimulus trauma as critical and it reacts in a predictable fashion on reflex based upon the level of priority the body places on that particular body locale to the survival of the whole.
Skipping the hand-to-hand applications of this principle, I'll go straight to pain. While the detail with which one feels pain IS determined by the number of recepters present . . . interesting things happen when NOR becomes involved. Essentially, certain critical areas cause the body to actually amplify the sensation of pain to encourage the person to escape the trauma ASAP. Among other things, this causes involuntary muscle spasms, mental regression to a raw, instinctual fight-or-flight mindset, and lots and lots of screaming.
Aside from the skin, one of the other locations that our body has pain receptors is along the surface of bones, because damage to almost any bone seriously degrades the body's ability to function and many bones are also doubling as armor to even more vital organs (skull, rib cage, spinal column). Your sadist could exploit this by using his heavy-gauge needle to strike and drag along bones before injecting (or just using needles to do this and leaving them in place to cause added pain whenever the subject struggles). The golden area is the sciatic nerve where it connects to the base of the spinal cord. Now, your torturer would know not to damage the cord itself, but that the sciatic nerve is capable of rendering a hardened spy into a gibbering vegetable with just a few minutes of sustained damage to the nerve. Small prods could be included in the interrogation and, when all information extraction was done . . . that is how to finish the job.