Usually people who like various degrees of pain or something other than typical soft touches will do this for sexual gratification.
It may involve beast bondage with ropes and such, nipple clamps, slapping or whipping the breasts, temporary or play piercing, hot wax, ice cubes, biting and pinching, suction with something other than a person's mouth, electricity with devices meant only for use on the human body, chemical play with substances such as Icy Hot or peppermint oil, and abrasion (sandpaper, brushes, rough fabric, or other textured items).
I took off my shirt and bra today for titty torture, lathered my nipples in peppermint oil, and they tingled. Then I dripped hot wax on them only to peel it off. I put on the clamps I had frozen in the freezer, while I took a rough towel and ran it over the areolas.
I finished by putting extra-strength duct tape on my hard nipples and ripping it off quickly to make them turn red and make myself moan.
Today was a fun day.