Wiki, my one aunt and my one uncle both have had them removed. My aunt said it wasn't painful as the area was numbed and it was just a little sore afterwards.

I had one removed from my inner thigh, which is quite uncommon. Getting the needle behind the cyst was quite painful - but after that, it was a breeze. Since it was so close to my lady parts, I told the doc that he could've at least bought me flowers and taken me out to dinner first! LOL.