From the religious devotion files, we have coverage of the annual crucifixion ritual that takes place in the Philippines every Good Friday. In Mexico, the Good Friday commemorations are not so extreme, but they don't look like a picnic. Of course, the participants in these rituals are uniformly of the peasant class- you don't see too many ecclesiastical types putting their sanctified asses on the line.
Higher up on the religious food chain, self-mortification is eschewed in favor of the mortification of others, whether women, gays, or the poor. Personally, I think these God-botherers and holy rollers should be the ones volunteering to take the punishments. Why take a chance on missing out on the sanctified gift of the stigmata when you can have some burly blue collar guy actually nail your hand to a wooden beam for holiness' sake? If Pat Robertson is tough enough to leg press a ton, I imagine he could stand a few minutes hanging around after getting nailed.
Personally, I'm going to show my devotion by dancing The Sign of the Cross: