For what it's worth, when I had the biopsy done, there was no anaesthetic used (well I don't remember one being used), and though a bit uncomfortable, it wasn't really that bad.
The samples have to be taken via the rectum (there just isn't any other easy way to get to the prostate) but the probe about as thick as a finger, so not as uncomfortable as you might think. When they took the tissue samples it felt more like a sharp tap than a needle being stuck in, and I didn't notice any bleeding or blood in my stools afterwards.