I think it really depends on what you consider to be "worse", as far as orthodontics are concerned. While I don't think anyone's gonna say that most tongue related appliances are fun, I imagine most folks on this site would have pretty high opinions of headgear, whereas your common Joe would rather not have to use one.
I think if we're talking "worst" in terms of worst to wear, while I personally would love to wear it, I'd have to refer to a set of headgear I saw in a picture years ago, with a metal bite plate attached to the inner bow. Thinking it over, if you're only wearing the headgear during set hours, it might take a lot longer to really get accustom to talking with the appliance, if at all. Combo that with the fact that headgear is one of the most noticeable orthodontic appliances out there, and I think we've got a pretty good contender. If anyone can find the image, do feel free to share!
The picture was of a girl with glasses and her tongue out wearing the facebow in question.