The common things I hear to lessen the pain.
1. Go to the bathroom before starting!
2. You'll want to shave before going in. How soon depends entirely on how fast your hair grows.
3. About an hour beforehand, take a few ibuprofen or aspirin. Acetaminophen/paracetamol won't work, it isn't an anti-inflammatory.
4. Lidocaine, Prilocaine, or EMLA (which has both) cream. Get some and apply it about 45 minutes before going in. A lot of laser techs will apply it themselves if you ask.
5. If they don't provide them, try getting a few of those stress-relieving squeeze balls to hold onto during the treatment.
6. Don't stop. The fewer hairs to zap, the less pain there'll be. My second laser session, I was taking breaks more for the smell of the treatment than the pain.
Also, be prepared for uneven results. My first laser session obliterated the hair on the sides of my face, did a decent job of the moustache, and barely touched anything under my jawbone.