Were they conscious on impact?

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How much do we know about the state of people just before a plane crash? In the recent case it seems like they didn't even use oxygen masks as previously suspected, so they must have been fully conscious? Unless the descent changed some biology...

Do they feel any acute pain?

If you're thinking of the passengers on the Germanwings flight that crashed into the French Alps, they could be heard on the black box recording of the captain banging on the cockpit door, screaming in the background as the plane went down, so whatever there was to be felt, they felt it. For a few seconds, anyway.

They were instantly killed, but the worst part must have been the moments leading up to the impact. It is hard to put oneself in such a situation, but I can imagine a surreal form of unfathomable existential terror.

If they were screaming, they were both conscious and knew they were in trouble. If someone had the time and presence of mind to turn on a cell phone (supposedly there were about ten minutes between the captain shouting and the actual crash, and cellular service is not necessary for a phone's camera to work) and if data from any such phone's memory chips survived (and it will all be looked at if only to determine what belonged to who) this could provide further information.

What would the people on the Germanwings flight have experienced?

A normal takeoff and uneventful flight, then an unusually steep descent. Anyone who flies will have experienced mid flight climbs, descents and changes of direction as their aircraft follows directions from air traffic control or simply follows a flight plan from one route to another. So there would be nothing in particular to alert passengers that something was wrong, except that this descent would be steeper than most.

But people looking out the windows would notice the mountains rising up. At first this might make them a bit nervous, but then they would get closer and closer with no change in the steep descent and it would be clear that this was potential dangerous. Finally they would be very close and even below ridges and peaks and they would know they were in immediate danger. They haven't said exactly when the screaming started, but you can imagine that there must have been a progression from noticing that things were odd, to being a bit worried, to real fear and finally absolute terror.

Somewhere toward the end the passengers near the front would also be aware that the pilot was trying to break through the security door with the emergency axe.

Not a great situation.

There have been other crashes (e.g. Helios 522) when it was quite clear that the passengers were all unconscious or dead long before impact.

The question of whether the passengers would have been consciously aware of physical trauma makes me recall a scene from a movie where a guy says 'When I heard all the noise I knew they were cops. If they'd been wiseguys I wouldn't have heard a thing. I would've been dead.'

It's highly likely I believe all the passengers would have been killed before the signals from their peripheral nervous system had time to even reach their brain, because they propagate at a speed that is slower actually than the cruising speed of most airliners.

If an aircraft at high altitude loses its cabin pressure, then the occupants are very likely to pass out if they do not have oxygen masks. Also, note that oxygen masks don't provide oxygen for a long time -- if the aircraft doesn't descend soon to a much lower altitude, they will be unconscious.

For example, in the Payne Stewart (the professional golfer) crash, after they took off from Florida and lost cabin pressure, the aircraft flew on autopilot for hundreds of miles and then crashed in North or South Dakota after it ran out of fuel.

In the Germanwings crash, I don't think that the aircraft lost cabin pressure.

By the way, one thing worth noting about sudden deaths is that if the brain is destroyed in well under a fraction of a second, the nerve impulses from parts of the body conveying pain will not have time to travel to the brain and thus the victim will never feel pain at all.

Edit: Widget beat me to the last point above.

Even with catastrophic cabin pressure loss, the awareness of any one person is hard to tell. Once there is adequate oxygen in the cabin, someone could regain consciousness before impact. Sometimes, depending on how long the lack of oxygen was present due to altitude, the passengers/crew could already be dead.