@MrsWinslow - I find a pelvic exam when the speculum is plastic is not as painful. The plastic speculums are more lightweight and they don't tug as much.
Also, if you are having annual exams, you may not need them. AACOG (the major professional organization of OB/GYNs) does not recommend annual exams for healthy women. It's every other year from 21 to 30 and then if your last three Paps were all normal, you can do once every three years.
A lot of doctors are still doing Paps (I assume that's what you're talking about, since that the main use for a speculum) every year, but that's just out of force of habit. If your doctor is one of them, tell him or her that you know it's no longer recommended and you don't want it. (Assuming, of course, that you do not have HPV.)