I came across an interesting fitness blog post recently. It is a great point of thought, I make it a point, regardless of the program design for my client to ask how do they feel. Asking and listening to a client is very important and should determine how you proceed before training. How do you all address this subject with clients.
As suggested in the previous answers, “pain” covers a wide spectrum. If a client complains of pain my first recommendation is to refer your client to his/her physician to rule out a chronic or an acute problem that needs to be dealt with medically. As Karin points out, some conditions such as arthritis which lead to chronic pain may respond well to an appropriate exercise regimen.
Pain is always a flag that should never be ignored.