yeah. IT's never going to be terribly comfortable. The trick is getting it tight enough to crush boobs without making it impossible to breathe, something that took me many an uncomfortable test flight to understand.
I've only had to bind a couple of times for cosplay, but I had to bind myself totally flat for a musical I was in. Singing while being bound (and being asthma sick on top of it all when the show rolled around) gave me more experience with this than I ever wanted.
Don't worry if it's too uncomfortable when you first bind up (as I wrote earlier, I do so with three or four ace bandages) because you're body with get used to it and start breathing more from you shoulders than you diaphram, like it does when you wear a tight dress. But on the day you bind, (and you will want practice before this time) you'll want to bind a while before you get dressed up, so that you can make sure that it's not SO tight that your body can't adjust and you being to lose oxygen. haha, unless you intend to be blue.
The only other problem that I've ever had, (and you WILL want a sports bra under ace bandages.) is that the top or bottom of the bandage can rub and give you a little bit of a fabric burn, as it were. I'd try putting vasaline or something under the bandages where the rub. It's gross, but it might save you a shiesty looking injury.
