YMMV but I didn't need any numbing cream. I have a high pain tolerance though. It's been getting easier each time too. I only use some cold-air thingy, and by the third session I only used it half the time. By the fourth, didn't even use it.
Brace yourself when they get to the chin, and around the mouth (assuming you're doing your face). They're the worst. >_<
And after a week or so, I start manually removing hairs, but I do it carefully. If I start slowly pulling and feel a tug, I leave it alone. Otherwise the hair usually slides right out without resistance. Generally though, I can tell which ones are fried just by looking.