It is a bit painful, but if it's done by a professional it isn't that bad. Definitely worth it in my opinion, as it will take longer before you have to do it again, and you avoid all the scars, ingrown hair and of course the mess.
A week of facial growth and I look like a homeless dude. I shave every single day when I'm working and/or studying.. or together with peeps. Every 2 or 3 days when I'm just by myself.