Pretty much the same as painful breasts during PMS, only maybe worse. With baby #1 I felt like I had PMS on steroids in the days before my expected period, and it was so intense I was going to be p*ssed if I *wasn't* pregnant. After baby #1 I stopped getting breast tenderness during PMS, but I felt it again when pregnant with baby #2. A lot.
I'm very sensitive to hormonal shifts, though. It's important to remember that not all pregnant women experience all symptoms, and some are basically asymptomatic (some even have bleeding around their expected period date so not even a missed period can be counted on as a reliable sign!). What you should really look for is the positive test. Over 90% of women who are pregnant will see a positive on a HPT by 14dpo using a sensitive brand of test, like FRER.