I haven't had them out, though I would say I'm lucky. I just have no insurance and they aren't causing me any pain.... So....
Its not a big deal. For me anyway, they put on a topical anesthetic, then gave me a needle in my gums, i went all numb (all over, though), they pulled them out (using weird dentist pliers for two of them), i drove home, i had weird pits in my mouth for a couple weeks. the best advice i can give you is don't drink anything crystal for a couple of days afterwards (iced tea, kool-aid, insta-coffee etc) because they'll get trapped in the pits and hurt like fuck.
i had mine ripped out my mouth when i was like 15, if u ever have to have it done go for the sedation - it was great, it made the whole experience fun, and i got people doing what i want cause i have thin blood - lol