My experience wasn't as bad as Overlord's(or some others), but I've had 3 out on seperate occasions(pulled, no surgery), and it sucked.
-The first time I just bled and bled for days(maybe this is what that Static-X song is about). Went out fishing that day actually, and my blood spitting became a chum trail for sharks, no shit. About 2 hours after we dropped anchor, all we caught were small sharks, not to mention I almost fell off of the boat a few times because I lost more blood than I should have, and was dizzy.
-The second one I learned my lesson(or so I thought), and had no problems.
-Lucky number three bit me in the ass though and I ended up getting a dry socket. Painful, painful stuff. For around two weeks I was in utter misery. No matter what I ate, it went right into my socket. Had to spray salty water in it constantly, and it never seemed to heal(and my job at the time didn't seem to believe me either... yay). Then I got better pain killers, so it was two more weeks of either being really doped up, or still being in misery. Then one day it just felt better, go figure.
I've got another one, and I'm not exactly looking forward to having it out, to say the least. Things are much trickier if you're a smoker, as well. That's what screwed me the third time, I'm pretty sure.