We also need to distinguish between the many, many different kinds of wasps. I'm assuming you were stung by some sort of paper wasp, Phillip, and many of them, as well as the rest of the social wasps (yellowjackets, hornets, etc.) have painful and damaging stings like Jim described. But solitary wasps often have extremely mild stings, or can barely sting at all, in spite of the fact that many have large stingers. And on top of that solitary wasps rarely sting, as they don't have large nests to defend and therefore are not territorial.