I had all four of mine removed when I was 21, because I was getting braces. Two had started to drain and get nasty, but the other two hadn't grown out yet. I got laughing gas (because the doctor said that a novocaine shot in the palate is very painful, which I found out later when I had some upper teeth filled), and it was true to its name! I was laughing like an idiot, and the nurse had to leave the room because she started laughing, too! (Better than wetting my pants, which is what someone told me happened to them!). Funny thing is, it didn't seem like the gas actually deadened the pain: I could feel everything, but I didn't care! The doctor could have sawed my arm off with a dull blade, and I wouldn't have cared!
I healed pretty quickly, but was young at the time, and I did a juice fast for the first three days, then a raw diet for a couple of days (it was the 70's, and I was a neo-hippy). When I went back to the dentist, he was amazed at how quickly I was healing.
I've heard of some people getting dry socket, but I don't know about that. Just remember to gargle with salt water like you are instructed to do.
Edited to add: Yikes, I just read some of the other posts! My case was comparatively easy. Just gas, slice, crack and pull. About 15 minutes total.