Except for the ascetic ideal: man, the animal man, had no meaning up to now. His existence on earth had no purpose; 'What is man for, actually?' - was a question without an answer; there was no will for man and earth; behind every great human destiny sounded the even louder refrain 'in vain!' This is what the ascetic ideal meant: something was missing, there was an immense lacuna around man, - he himself could think of no justification or explanation or affirmation, he suffered from the problem of what he meant. Other things made him suffer too, in the main he was a sickly animal: but suffering itself was not his problem, but the fact that there was no answer to the question he screamed, 'Suffering for what?' Man, the bravest animal and most prone to suffer, does not deny suffering as such: he wills it, he even seeks it out, provided he is shown a meaning for it, a purpose of suffering. The meaninglessness of suffering, not the suffering, was the curse which has so far blanketed mankind, - and the ascetic ideal offered man a meaning!
(For those of you keeping score at home, this is from the excellent Cambridge translation, edited by Ansell-Pearson, p. 127.)
I never cease to be amazed at how universal this psychological tendency is. With a handful of notable exceptions (e.g., Dave Pearce and his "Hedonistic Imperative", from which I borrow a number of interesting counterarguments), almost everyone I encounter believes that there is a kind of necessity to pain and suffering. Even Nietzsche himself, in other parts of the same text and elsewhere, seems to find a certain kind of nobility in the capacity to endure pain.
But let us consider the arguments that are usually given to justify the necessity, purpose, or nobility of suffering. (By the terms "suffering" and "pain", I wish to encompass pain, fear, sadness, boredom, or any other unpleasant feeling, no matter how slight. I happen to believe that there is no good reason to think that any of them are in any important sense necessary.)
One argument that Nietzsche himself uses is that undergoing suffering builds resilience, enabling one to endure more suffering later in life. But this is transparently circular! If there were no suffering, we would not require the capacity to endure it. Those who make the more general claim that suffering "builds character" essentially offer a version of this argument.
A second argument I often encounter is that we need pain in order to appreciate pleasure. But why should that be so? Is not pleasure itself immediately worthwhile? Many people think that a life of nothing but good feelings would be boring. But being bored is an unpleasant feeling that would, by definition, be excluded from such a life. Indeed, if the issue is the need for variety, why can we not just have variability in our pleasant feelings? My inclination is to think that there's more than enough to explore on the positive side of the emotional spectrum.
A variant of this argument maintains that a life of nothing but pleasant feelings is impossible, because pleasure and pain are only relative. Thus, what I now experience as "normal" would be, if I could shift my range of feeling towards the positive side of a hypothetical pain-pleasure spectrum, felt as painful. But I think that this is an empirical question. Moreover, given that some people are born incapable of feeling pain, it would seem that this is not the case.
This brings us to a third argument, that there is an evolutionary necessity to pain. In other words, pain is useful for organisms because it notifies us of tissue damage and enables us to learn to avoid harmful stimuli. Indeed, those people I mentioned who are born incapable of feeling pain often end up dying young, for precisely these sorts of reasons. I would not deny any of this, but I see no reason to believe that the mechanism of pain is the only means of solving this "design problem". If those who could not feel pain were capable of detecting tissue damage by other means, then their survival would not be so precarious.
For example, imagine we were building a conscious machine that resembled a human being (just assume that's possible for now). Why could we not, say, have the systems that handle harm detection operate independently of consciousness? Through a series of complex reflexes and perhaps even what you might call an "intellectual awareness" of the trouble (i.e., the machine would know something is wrong, but it wouldn't hurt), could we not avoid the need to feel pain entirely? Even if this particular solution did not work, there's no reason to think that some alternative to pain is not possible. Ultimately, it may just be an empirical question, and I would love to find out by redesigning my own psychology, if I am allowed and able to do so.
A final argument would be that these kinds of discussions are silly, because pain is just an unavoidable fact of life. While I grant that this has been and, thus far, remains the case, I believe that, at some point in the indefinite future, we may have new options. It would be a horrendous tragedy if we clung to our suffering when we had the chance to be free of it only because we labored under the illusion that we needed to experience it, for whatever reason.
If I am bypassing an important argument here, or insufficiently answering the ones that have been put forth, please let me know in comments. Otherwise, I take it that none of these arguments are sufficiently compelling. They may give reasons for why pain is useful, but they do not show that it is in any sense necessary.
Now, I will admit that I may be wrong about this. But in a certain sense, as I have been saying, I think this is an empirical question, i.e., one that cannot be decided merely through argumentation. If it is possible to create a stable, human-like psychology that operates without any unpleasant feelings, then we would have definitive proof that suffering is not unavoidable for creatures like us.
But, to tell you the truth, if people want to suffer, I won't stop them, regardless of how stupid I think their reasons are. I merely ask others to extend the same courtesy to me, i.e., not try to stop me from eliminating suffering from my life. Once people see that it's possible to live without pain and suffering, perhaps they will reconsider their attachment to it...
ADDENDUM: It occurs to me, upon reflection, that demonstrating the lack of necessity of pain would make the problem of evil particularly difficult to answer. Indeed, I am inclined to think that transhumanists have the potential to destroy a lot of people's faith in an omnipotent, omnibenevolent God, when we show that the world is not designed particularly well or intelligently, as we create better alternatives to being human. I can see why people think transhumanism is such a dangerous idea.