It sounds like your situation is a lot like mine was. I used nipple shields for about 4 weeks, then weaned my son off of them, and then had a lot of nipple pain from the time he was 5 - 8 weeks old. I was in tears and wanted to give up nursing altogether.
I went to all my resources though, and eventually things got better. From the lactation consultant, I learned that I didn't have any infections, but that my nipples (which are slightly flat) had been "traumatized"--her word, but oddly that made me feel better because it wasn't just the old "they just need to toughen up" advice. She prescribed an ointment called Nipple Ointment or Cream or something that helped with the pain. I had to get it from a compounding pharmacy, but it was worth it. It's medicated, but supposedly the baby doesn't get any. You only use it a couple times a day, and I wasn't using it at all after a couple weeks.
Then, my mom told me to let my nipples dry out after feedings. I put all the blinds down, locked the doors, and would walk around with nothing covering my breasts--I called them boob days. Also, my mom told me to take a container like an oatmeal box, pop off the ends and put an exposed lightbulb to the opposite end as the boob. Just the light and little bit of heat helps dry it out and helps the pain.
Also, I pumped a couple feedings which was easier on my nipples, but still kept the supply up and gave my son breastmilk. Time consuming, but easier sometimes.
Finally, my doula told me about Soothies, they are pads that you put on after feeding that are made of a cooling gel. It really does soothe sore nipples. I wore these on the non-boob days. :)
I would say by the time my son was a couple months old, the nursing piece was easy. It took me a while to get to enjoy it though, and I extended breastfeeding from 14 months to 18 months just because I wanted to make up for the "lost time" of not enjoying it in the beginning.
It was difficult for my husband to understand that I didn't want my breasts touched for a while. But that's the thing, it's just for a while. And in the meantime, communicating with your spouse that there are other ways to be intimate can be a nice thing too. Once I weaned my son, I was so happy to get my body back--that things got way easier in the intimacy department.
Hope that helps somewhat. Nursing can be tough, especially at first. Don't beat yourself up for supplementing with formula, or try pumping. Definitely see a lactation consultant to get their input and maybe a prescrip. for Nipple Ointment. Good luck to you and your new baby!!