Iron Maiden

You may be looking for the medieval torture device.

Rory Williams preferred Oasis over Iron Maiden. He noted this when Merlin threatened to use an actual iron maiden on him, whilst he interrogated him about the Pandorica. (AUDIO: The Once and Future Nurse)

Behind the scenes

Though Rory doesn't explain this, Iron Maiden and Oasis are both 20th century music bands. Specifically, Iron Maiden is a heavy metal band.