What changes is you stop caring about being stung after a while, and you build up an immunity to it (stings start to swell less and clear up faster). And you learn to know when the hive is getting real angry, and it's time to back off for a while. But bees will be bees, and they sting things that mess with them.
That said, some also go in without a veil. This is _not_ a good idea. There was a very experienced (25+ years) beekeeper who told a story at the PA State meeting how he nearly died after knocking over a beehive.
I was out of commission for about a week after that. The whole right side of my face was swollen, and I couldn't see out of that eye for most of that time. It looked like I got in a fight and lost :)
And that was the last time I went into a hive without a veil.