If they didn't feel pain, they wouldn't dash themselves on rocks to be rid of ich and other irritating parasites.. would they?
I had someone explain to me a while ago that fish have a line along the sides of their bodies that is an incredible sort of sensory organ, they use this to detect vibrations in the water (sound, motion) as well as temperature differences.. I found this interesting, must read more on it.
My brother in law had a trigger fish in his room that was his 'best buddy' for years, it was so tame it would swim into his hand (this is not a small fish, lol) and rest there for its checkups. That fish definitely reacted to his voice in a way it did not for others.
I don't know about 'smart' but being predatory + highly food motivated makes for easy training. And I do see major individuality in temperament, behaviour among all my bettas.