I got 3 of my teeth pulled a couple months ago, Here are some good pointers.
Let the dentist know you are scared, they might perscribe you some relaxers to take before the appointment. Makes you more relaxed and less scared at that moment.
Bring a radio with ear-buds. Put the radio in your hand, and your finger on the volume. When the sounds of the work they are doing get too great, turn up the volume to drown out the sounds.
Gas is your friend! My Doctor gave me gas during the procedure. Insurance didn't pay for it, but it was the best 45.00 spent.
Of couse have someone there to take care of you. Prop yourself up in front of the TV or a book. Drinking things is probably all you going to be able to do, so stock up on chicken broth, fav drinks, etc.
Most of all take it easy.