I had all four done at once by an oral surgeon. My teeth hadn't even started to come in, but there was literally no room for them, and they were angled between 45 and 90 degrees off of what they should have been. My orthodontist told me "Get 'em out now, or risk having to do braces all over again, there's no room in your jaw!"

They knocked me out for the procedure. No dry sockets, and my face didn't even puff out (much to my big sister's consternation - she looked like a chipmonk for several days). I didn't even need painkillers by the next day, but did follow doctor's orders. Both older siblings had already had it done years before me, so everyone knew the rules, and didn't let me cheat one bit. My gums ached a little for a day or so, but it wasn't bad at all.