I generally agree with RageAndLov and PaintItBlack. Almost every torture mentioned here would either cause the victim to pass out (from shock, hypoxia, overheating, etc.), or the sheer physical damage would kill the nerves fairly quickly, or the torture isn't really that bad to begin with (oh, you're giving me opium before my torture? How diabolical!)
Anyways, aside from platypus stings, which is literally and inarguably the most painful thing possible for a human being to ever experience, ever, there's Irukanji syndrome which comes in at a distant second with a similar pain-receptor overdrive. But even if they don't have access to rare and horrifying Australian animals, the elektromunters of Lubyanka would never stoop to anything so base and crude as setting people on fire or hacking off limbs. That's for piddling-ass amateurs. That's for cartel enforcers and serial rapists and African child soldiers. Here's some of things a god-damned professional who takes a little pride in his work might do to you, from Russia with Love.
1 - The Flying Swallow
The victim is tied "in strappado" and left to support their own weight. Indefinitely.
2 - The Baby Elephant
A gas mask is placed over the victims head and filled with common household insecticide spray. When the victim begins vomiting, the gas mask is removed and they're given an hour or two to recover. Then the mask goes back on.
3 - Tickling the Funnybone
The skin on the outside of the elbow is peeled back, and a shallow groove is scraped into the bone with an ice-pick or dental hook, with an aim to manipulate the ulnar nerve cluster. Sometimes deeper grooves are also carved along the entire length of the forearm.
4 - Playing the Scales
A vertebrae is lightly cracked with a small hammer. Months later, once it has fully healed, the next vertebrae is cracked. When the last vertebrae has been cracked, you've 'played a scale', and it's time to start again from the first vertebrae.
5 - Uncle's Home Cooking
The victim is starved, and has their tongue crushed and mangled with pliers. They are then fed gruel with copious amounts of pepper and salt. It's up to them whether they eat it or not.
6 - The Press Cell
The victim is placed in a cell with fifteen to twenty "goats" (a type of "trustee" who rely on the guards for protection from the other prisoners. Many of them are serial rapists, pederasts or otherwise despised by the prison population) The goats are told to make life as unpleasant as possible for the victim for a few weeks or months, under threat of having their protection revoked if their performance isn't enthusiastic enough. I've never read an explicit account of what happens next, but it's heavily implied that it involves lots and lots of rape, degradation, constant abuse, forced coprophagia. Every interview I've watched or read claims that this is the worst punishment still in use in the Russian penal system.
Most frighteningly, Press Celling is popular because the goats will do things "the elektromunters don't have the stomach for". When shit gets too real for professional KGB torturers, shit is at the absolute maximum level of realness possible.