In reply to Gabe Oliver:
It could be the callouses that cause the pain. I find that if your skin is too hard then it causes pain. If it's supple then it tends to be ok.
Rescue cream is organic and goes off if not used inside of about 3 months. Also, not aimed at the climbing market at all. I also use it for tattoo healing and it reduces that healing time to about 6 days with no scabbing.
I also sand my skin down before I climb just to take the top off and expose the softer stuff underneath, but don't over do it on the tips. Do get rid of callouses though. Skin is essentially like tyres of a car. Softish and smooth equals more friction.
This is what I do and it works for my skin and I climb 3/4 sessions a week, mixing in and outdoors. Good luck.