Being of an age where I got to experience some of these things as a kid, personally...
Mumps hurts. A lot. That's just the neck glands thing, and I only had it on one side. The testicular infection sounds truly horrifying, even without the sterility side effect.
Chicken pox was really annoying, and it means I'm at risk for shingles, because the virus doesn't go away. Ever.
Measles, I either didn't have it, or had a very mild case. My sister had it, and she was pretty sick.
Rubella, I don't recall it being particularly itchy, and I felt fine. My recollection is that it's a fairly mild disease in children. However, if a pregnant woman gets it, it often results in horrific birth defects.
I got the MMR vaccine when it became available, because it wasn't clear I'd actually had measles, and only had the mumps on one side.