I would really like to hope that if ever i lost a limb, I wouldn't feel anything due to shock. But it probably wouldn't work exactly like that, in which case, i would imagine the pain being so extreme, that i would rather die than continue going through it. However once its all over and done with, and i survived (If i did) I ould be jolly with my little stub leg, and wave it around and make people laugh, and little children scream....
I lost my toe in a pool and didn't really feel anything, but that was a clean cut.
I know of a guy who was in my school, He (For whatever reason persuaded him to do so) was jumping over a motorized lawnmower that was on. He unfortuantely didn't jump over it properly and lost numerous toes to a spinning blade.