Take a few advil before and when you get to the spa if they offer wine chug it right before. But this is important do not drink the night before, it thins the blood which is bad. Also, it hurts like hell but is so worth it.
Try not to schedule it for right after your period. That makes it hurt more.
Also try not to get randomly turned on while waiting for your appointment because then when the lady is down there waxing your bits, you will be all, "OMG can she tell? Does she think I am perving on her? NOOOO!" the whole time, which will make you tense, which makes it hurt more.
If I could afford it I would get it done too. I used to take a hydrocodine about 20 min before so it wasn't that bad. No worse than getting your eyebrows waxed. It just takes longer to complete the process.