I've had 2 done, and had issues along the way with both including one infection that caused me to be at high risk for loosing the implant altogether. But I had a great Oral Surgeon who managed to save it, and it is rock solid. Even with all the problems I had, I would 100% do it again.
As far as the cost goes, it can really vary by who's doing it and what your insurance covers and what the annual max is. When I had my first one done, most insurance wasn't covering them but these days many plans do (mine covered some of my second one). My Oral Surgeon's base price (before insurance) a few years ago was in the 2500-3000 range just for the implant surgery itself and all basic xrays (panoramics), office visits, etc surrounding it - that didn't include any extractions/bone grafts or any specialized Xrays or other imaging you might need (I had to have a funky imaging at one point that cost another $300). Then my dentist charged another 800 or so for the actual loading of the "tooth"/crown before insurance. So it's pricey. But sooooo worth it if you can afford it, and you have decades in front of you still.
One thing you can do to play the insurance game is to have the actual implant surgery one calendar year, and then put the crown on it the next year. That way you get two annual maximums to use and more will be covered.
I recommend going to a Periodontist or Oral Surgeon who does a lot of them. While my dentist has started doing them, I personally wouldn't ever have him do it (sorry, doc). But maybe that's just my personal history.
As far as pain goes, the implant itself isn't bad - they've pulled the tooth and nerves by that point. The extractions for me were far worse, and even they weren't that bad. My Oral Surgeon insisted that anyone having an implant get anesthesia - he was so set on it that he did the anesthesia for free (he was also a board certified anesthesiologist - the guy had more letters after his name than I'd ever seen before - even my pharmacist made a comment about it!)