Neither echos nor EKGs are painful in any major way. Echos may cause a very slight discomfort because a cold lubricating gel is used on your body, and the probe itself may gently prod your chest, but there is no greater risk than that.
For EKGs, the small sensors placed around your body may cause some discomfort when they are removed similar to a band-aid being pulled off, but that would be the worst of it.