Cheek piercings are just very, very out of the way
lip piercings - similar technique, similar
aftercare. They're usually done exactly where
dimples would show up. If done by a properly trained
piercer, the risk is minimal, but anyone trying this as a
do it yourself thing could easily take out a
facial nerve or two. The appropiate jewelry is a
labret stud. Various photos are available through
BME at http://bmezine.com/pierce/05-lips/cheek1.html