Make a paste with baking soda and water, thick like toothpaste. apply and it should draw out enough to use tweezers to grab. If it is hurting really bad, get a regular teabag wet and apply for a about a minute to help take the pain away.
not necessarily, use the wet teabag to ease the pain. Depends on what stung you. If there is a stinger, you will usually see a black dot.
yes, that will also work if you have tobacco handy.
If you are swelling or have any trouble breathing, call ems.
If you tolerate it, taking a benadryl or other antihistamine might help with reaction symptoms.