Nostril piercings are very simple without much pain. It's the healing time that can be difficult because of all the germs and bacteria that are ever-present in the nose. Allergies and colds can aggravate this. Blowing your nose will be difficult during the healing process, but not impossible. It's essential that you are very careful to keep this piercing extra clean, both inside and out, to avoid infection. Those who wear makeup need to be especially wary of this.
Most people who get nostril piercings want to wear a tiny jewel, not a ring, but a CBR is much more conducive to healing. Nose bones are okay if you don't ever want to change the jewelry (because the "swollen" end of the nose bone has to be forced through the flesh in order to remove it). Nostril screws and fishtails are okay for nasal piercings after they're already healed, but can cause more problems than they're worth during the initial healing process. They're loose, are prone to falling out, and the thin wires can poke the inside of your nose.
If you're going to wear a nostril screw or fishtail once it's healed, then you'll only need an 18 gauge piercing. Most nostril gems come in 18 gauge, sometimes even as small as 20 gauge. See what your piercer has available and get your piercing sized accordingly.