While I have not personally undergone an EMG study, I have most definitely recommended it to my pateints, particularly those who were suffering from tingling and/or numbness in their extremeties (ie elbow, hands, feet). I have been told by my pateints that it is not the most comofortable test in the world, but bearable.
The purpose of this test is to measure the flow and output of the nerves, and to try to locate a particular area within the stream that is blocked, and trasmitting at a lower level than it should be.
As far as treatment options, depending upon the results, it can range from taking mild supplements to reduce inflamation, Chiropractic treatment to reduce nerve interference, wearing a brace to support the area during times of heavy use, or surgery.
Consult with your local doctor, once you have the results of the test.