Acupuncture is only one of the complex branches of Traditional Chinese Medicine which has been around for over 2,500 years. It involves the insertion of fine needles. (Roughly 10 acupuncture needles can fit into 1 hypodermic needle.) It is through specific placement into the surface, i.e.: skin, of the body that the trained acupuncturist can regulate the bodies natural healing capabilities. 

Health benefits include:

Improved healing
Reduced inflammation
Strengthened constitution
Regulated functions of the internal organs
Improved circulation
Building up the immune system

Minimal discomfort is felt. In fact, some people have commented that the feeling is unfamiliar but pleasant and relaxing. 

Some reasons to try acupuncture

Views each patient as a living organism who's body is working together as an integral whole. Taking into consideration all parts of their being: spiritual, mental and physical and treating in accordance to their specific needs.
Uses the bodies natural healing abilities to promote wellness.
Finds the root of the problem and stops it from growing instead of just masking symptoms.
Not only for when you're sick. It works extremely well as preventative medicine.
It has been proven to treat over 50 "western" medical disorders.
Acupuncture and oriental Medicine is the most used form of "traditional" medicine in the world today with an estimated 2.5 billion people treated a year.