Meassuring pain is always difficult... but I voted Gaara and Sasuke - considering the impossibility of saying who's had it rougher, I picked those whose stories touched me the most.
Many of the show's characters, if not all of them, suffer from loneliness in one way or another. Both Gaara and Sasuke had someone they loved and who (they thought) loved them in the beginning, however everything was violently teared away from them. Is that worse than, alike Naruto, never having had anyone to cherish? I honestly have no idea, but Naruto turned that past of his to strength while Sasuke and Gaara just sank deeper and deeper into agony. It's highly a matter of how you handle what life gives you, and those two surely didn't handle it well... not that you could blame them. My third choice would have been Haku, I think. That feeling of not being needed by a single person...