This relates to onomatopoeia. Also, is there an index of words for onomatopoeia in Esperanto?
PMEG has a list of these words and it suggests aj or aŭ to express pain. The second one is coveniently pronounced the same as "ow" which is good because if you stub your toe at an esperanto event and instinctively say "ow" nobody will call you a crocodile :) I believe the other one is what French and Spanish people tend to say.
Also check out this other similar question.
I went through the book Esperanto Learning and Using the International Language and the word which the author, David Richardson, teaches for the English words Ouch! and Ow! is Aj!.