Now, if that's not the case and your skin is just more sensitive than some people's, here are a few options. One, make your sessions shorter. If you can only handle 30 minutes worth, then do so. If you're working on a large tattoo, you may feel pressured to sit through longer sessions than your body can handle.
You hold the money and you make the rules. If you need a break, tell the artist you need to stop for 5 minutes. If you need to go home, then go home and tell him you'll get more done in a couple of weeks. As far as the shading pain level goes, it's difficult to say. I've had some shading done that hurt a lot less and I've had some done that hurt more. The ones that hurt more, though, happened when I was pushing my body too far and was already in pain from a long tattooing session. When you get shading done, it's done with a group of needles usually in 2 straight lines that run parallel but "alternating" meaning that the bottom row of needles are spaced between the top row of needles, if that makes any sense. Anyway, this is very similar to the guy who can lie down on a bed of nails. If he tried to lay down on just a few nails or several nails in a round shape, it would impale him. However, when the needles are evenly dispersed over the entire surface of his body, they don't hurt him. I think a mag (shader) works very similar. Because of more even displacement of skin, many find it to hurt less than the outline. But again, this has a lot to do with the level of skill of the artist.
If you're not sure you got the right person for the job then don't be afraid to search for a new artist to complete the tattoo. This should be a bearable experience at least and an enjoyable one at best. I hope you're able to complete your tattoo without too many complications.