Maybe I just have a higher pain tolerance or went in with realistic expectations, but my experience has been very different. I had the vast majority of my face cleared with no anesthetic beyond Tylenol (and usually not even that) and while it wasn't my idea of a good time, in no way was it excruciating pain or Medieval torture or what not. The upper lip sucked, especially near the lip line, and I did use numbing cream on that area and definitely had to talk myself through some of those hairs, but it wasn't the end of the world. Twice I had injections for my upper lip with a local (at the time, this was 12 years ago) dentist, but I actually regret that because my upper lip is the only place I have skin damage and I attribute that to the aggressive "stripping" we did under anesthetic. I'm now having genital electrolysis prior to SRS, and I'm just using over-the-counter LMX 5%. I honestly find genital work LESS painful than the upper lip was, though some areas to the sides of the scrotum get pretty ouchy.
If you go into something (and I think this happens a lot of the TS community) having been told horror stories of how awful it is, and are anxious and expect to be in horrible pain, that can have a lot to do with how you experience treatment. While I know everybody has a different pain tolerance, and certainly injections and such can help, most people don't have easy access to physicians that can provide shots, IV sedation, etc. I like to listen to music, play with my iPhone, chat, or other things to take my mind off it and help me relax. Mainly, though, I just focus on how grateful I am that we have a way to permanently remove hair, and on how nice it will be when everything is cleared for good.