I tried a take home kit from my dentist (with the custom trays) and I quit because of the sensitivity. I don't get it, either. I don't have sensitive teeth or gums--at all. He suggested spreading out the treatments, but I think that only prolonged the discomfort. I also tried it in winter and the brutal cold may have contributed to the problem. Lesson learned--don't bleach your teeth in January.
I do like the GLO Science, GLO Brilliant Personal Teeth Whitening Device (I think I purchased it from Sephora). It doesn't make a huge difference, but it definitely makes my teeth brighter and I think it also probably helps new stains from forming.
I know a few people who swear by in-office, professional whitening. I haven't had it done, but I know it should take as long to prep your surrounding tissues as the actually procedure takes. If they skimp on the prep you can get black burns, blisters, etc. on your gums and lips. You also don't have to complete every cycle if you're concerned about sensitivity. You could request only 2 of the standard 3 or 4 cycles (each 15 minutes).