Yea I've gotten my eyebrows threaded before, they do it at Merle Norman, the girl that does mine is EXTREMELY good and very precise. I've gotten both waxed and threaded and threading probably hurts more, but I have a high pain tolerance though so I like to take it... hehe....
I had a bunch of my baby hairs that were growing weird around my forehead waxed and that hurt like a bitch, it was like swollen and I had welts afterwards, but it was worth it.