I really don't think it's that bad, painwise. It hurts a bit, but it's soon done with, then just stings a tiny bit.

I taught myself how to do it, found it easy to do, although lots of people find it tricky. Ready to use wax strips are useless IMO. The main thing is not to use wax too hot (I try it on the back of my fingers first), to apply with the natural grain of the hair, apply the wax strip, hold the skin tight and rip quickly against the grain.

If you're too scared though to do it yourself, just go to a salon where you won't know anyone and then if it's that terrible, you just think about how you'll never see them again.