I'll out myself here who did it myself at home for years and who has never had a professional wax job (but I did finally get it professionally lasered, woohoo).
Firstly, if you think you may ever want to laser it...it will take twice as long if you've been waxing. And if you're thinking about going to the salon to get it done professionally, it may actually be more cost-effective to just get it lasered. I had a friend who was training to use the laser so I got a really good deal on my treatments, but overall it ended up being ~$100/month for a year (and no tip, at least that was the policy where I went). It would have taken me half as long (and half as much pain) had I not been waxing beforehand.
But on to the waxing:
I like the solid wax, not because it's less painful, but because it's easier for cleanup and I found it got stuck to my skin less. I used Surgi-wax but I suspect many are very similar.
Careful with the painkillers...NSAIDs like aspirin, Tylenol and ibuprofen are blood-thinners, so if you are prone to bruising you might want to skip them (though they do cut down on swelling/inflammation; I've used them sometimes). Ditto with the alcohol because if I remember correctly, it dilates the capillaries on the surface of your skin. I've been told that caffeine also increases nerve sensitivity to pain, and finally, that waxing right before your period makes it more painful. That said, I've ignored all of these suggestions at various times myself and lived to tell. If you are going to take something like ibuprofen, I definitely recommend taking it ~2 hours before waxing (and always with a snack!) for best effectiveness.
My bikini waxing shortcut which is probably not endorsed by the medical profession: lidocaine cream. LMX is one brand, but there are others that are 4% lidocaine, available OTC. Smear a bunch on 30 minutes before you plan to wax, cover with saran wrap, put on your sweat pants, and let it soak into your skin really well. Then hop in the shower, rinse it off, and wax.
Ditto for what has already been said about paying attention to the direction in which you pull, and if you do use numbing agents, watch carefully to make sure you're not pulling your skin off!!! It helps if you exhale when you pull and use one hand to hold the skin taut and the other to pull. Also, put down some paper towels so you don't drip wax everywhere and be prepared to re-heat the wax periodically (always checking the temperature on your wrist before applying to your skin). Oh, and I always found it helpful to draw my line first with a nontoxic marker or cheap eyeliner pencil just so I didn't end with something unsymmetric, but I am not so good with eyeballing things.
The first time is definitely the worst; after that, it gets easier. Focus on not thinking about the pain. FWIW, I've always taken everything off (Brazilian); a standard wax seems like it would be much, much easier to do yourself at home. Heck, I used to do that in college just with my Braun Silk-Epil. It's totally doable.
But seriously, if you've never waxed and are a candidate for laser hair removal (lighter skin, darker hair), I'd definitely look into the cost of doing that vs. years of waxing.
