While you can use it later on, it definitely works best as soon as you realize you've been bitten. There are really only two steps: press down for the suction, and then lift up the handles! The suction should be strong, but it should never hurt to use — you have control over the strength of the suction, so try it out on a non-affected area to see what's comfortable for you! Also, for bee stings, use the handles to scrape off the stinger first before using the suction. Check out their "How It Works" page to make sure you're using it properly and safely.
Promising review (for the above photo): "If you've been considering buying this, just do it! It's been the best thing to have around! We've had plenty of bug bites since I bought it, and almost immediately we feel better after using this, and the itching stops! Tonight my daughter got something on her shoulder: four connected dots that came on suddenly and painfully. Out of pure hope I used this on all four spots and an hour later when we looked, they were basically gone and had not hurt for a while! Easy to use, doesn't hurt, no need to worry about being allergic to it, fast acting, and a convenient size for both large and small bites!" —E. G. Gladden
Get it from Amazon for $9.95.