There are many different eunuchs throughout history, and their place in different societies around the world had huge differences. I can only tell you about a handful of the most famous eunuchs in China, but this is not a fair selection - by definition these are some of the most successful people of their times, and the most successful people don't tend to complain about their circumstances. My gut feeling tells me that the hundreds of thousands of less successful eunuchs would be very likely to have negative feelings about what happened to them - but on the whole their accounts are lost to us.

Bearing that in mind, however, let's have a look at one of China's most famous eunuchs, the historian Sima Qian. After committing treason by defending a defeated general in court, the emperor offered him a choice between death and castration. Here's an article from the BBC to fill in the rest of the story:

At the end he is offered an unenviable choice - death or castration. To his contemporaries, death was the only honourable option but Sima Qian had a bigger audience in mind than the Chinese court of the 1st Century BC. He was writing a history of humanity for posterity...

"If I had followed custom and submitted to execution, how would it have made a difference greater than the loss of a strand of hair from a herd of oxen or the life of a solitary ant?" he wrote.

"A man has only one death. That death may be as weighty as Mount Tai or it may be as light as a goose feather. It all depends on the way he uses it."

But neither in the letter nor in his autobiography can Sima Qian bring himself to describe the horror of castration. He talks instead of going down to the "silkworm chamber".

It was already well known that a castrated man could easily die from blood loss or infection so after mutilation the victims were kept like silkworms in a warm, draught-free room.

Sima Qian never recovered from the humiliation.

"I look at myself now, mutilated in body and living in vile disgrace. Every time I think of this shame I find myself drenched in sweat."

This might be easier for people to answer if you gave a specific time and place. Are we talking about Italian renaissance choir boys or Chinese imperial officials? Edit: specific time not a specific Tim

I see /u/caffarelli has flair specifically involving eunuchs so I'm sure s/he'll have all the info you need, but until s/he arrives I'd just like to point out that not all eunuchs had their penis removed. Some did, but others only had their testicles removed. Those were still able to have intercourse but of course would not be able to father children.

That's not to say those eunuchs didn't also resent their castration (just by statistics alone I'm sure at least one of them must've lamented their inability to bear a child) ... but retaining their ability to engage in sexual pleasure may change the assumptions behind your question somewhat.