I strongly recommend that you do not practice till it hurts. Practice for 10-15 minutes at most, then do something else for 10-15 minutes (or longer).
Practicing for hours at a time will not only hurt you physically, but it is more likely to drill in bad habits that naturally occur when you are first learning a move.
I'd recommend that you spend your non-practicing time doing something even more rewarding and useful to the performance of magic, like creating presentations for your tricks or practicing any of your non-manipulative performance skills (i.e. vocal production, movement, projection, etc.)
Another thing you can do is just think about performing the sleights you are learning. A fascinating study I read about years ago: They took a group of people and measured their skill in dart throwing. Then they divided the people into three groups: one practiced throwing darts, the second did not practice throwing darts, the third did not practice but mentally imagined themselves throwing darts.
The group that practiced got better.
The group that did not practice did not get better.
The group that mentally practiced got better. Not as much as the group that actually practiced, but more than 50% of the improvement.
Finally, you can always learn a sleight-free trick or two, which you should be able to practice without pain.