... redheads are less sensitive to certain types of pain such as needle pricks or applied pressure. It seems that the pain resulting from exposure to cold or heat is processed differently by the body than pressure, pricks and scratches. Redheads are less sensitive to the latter, and more to the former.
via worldcrunch.com
That explains a few things in our family. Son no. 2 tends toward redheadedness and has a high tolerance to pain. His daughter, ditto.