Please, whatever you do, don't just struggle on thinking it hurts, it's awful, this is what breastfeeding is like until you can't take anymore and quit.
There are support groups and people trained to help and advise you. If you've sought help and it's not improved things, don't feel you can't get a second opinion. Try a different group, or go 'higher' and speak to an IBCLC (international board certified lactation consultant).
With my first baby I wasn't sore, but they didn't gain weight very well, and my HV was no help and just said stuff like my milk was poor quality/not calorific enough etc, and kept pushing formula.
I feel so angry (even 11yrs later) that I trusted her implicitly and didn't bother to seek out breastfeeding help. I just assumed that because I wasn't sore and feeding was OK that the HV must be right and it must have been an issue with my supply or my milk. In hindsight I know that my baby would have benefited from having their positioning or attachment tweaked by someone who knew what they were doing, in order to feed more efficiently.
And, in answer to your question, no I didn't prefer bottles (1st was fully bottlefed from 4 months). I found bottles such a drag. Having to wash them, sterilise them, make up feeds, cool feeds, make sure I always had enough formula and bottles with me when I left the house. It was a drag lol.
My second was exc. breastfed and it is so easy by comparison. The first 5/6 weeks can seem so hard and like all you're doing is feeding, but then they get the hang of it, feeds start taking less time and spacing out more and actually it ends up being a nice excuse to sit down and cuddle your baby (and you've no bottles to deal with before or after lol). Also when out no need to worry about packing formula etc. If baby is suddenly unexpectedly hungry you don't have the stress of trying to prepare a feed with them screaming, you only have to lift your shirt and latch them on.
Anyway, point is, feeling sore and hating BFing is not how breastfeeding should go, and there are trained women who want you to succeed and want you to be able to enjoy breastfeeding. Call them, get their help. If it's still not right and you still really aren't happy then you know you tried and that's what matters. But with the right help it can be comfortable and enjoyable and you can successfully breastfeed.