I actually spent some time walking around the streets with a neodymium magnet stuck to my finger with a piece of duct tape. What I realized after few hours is that the sensations I had were not coming from magnetic fields - I could just feel my own pulse. i.e. it worked equally well with a similarly-shaped piece of metal instead of a magnet.

(Not questioning the implanted magnets; I just want to point out that one has to be careful when doing the non-implant version of this experiment with jumping to conclusions about what one feels.)