I always go without sedation and have never had a problem. The first minute or so is very uncomfortable, and then it's just uncomfortable until the GI gets to the TI. Withdrawl, which is the bulk of the procedure, is nothing.
Last time, the GI was training a fellow on an unsedated patient (me). He was clumsy and needed abdominal compression to reduce the scope, but even that wasn't a big deal.
When I compared a 20-minute procedure to hours (or perhaps days) of recovery, I'm glad to forego, hop off of the table, and get on with my life.