I had a wax here and it was quick & relatively pain free - as others have mentioned, the Sex & The City episodes playing in the background is a great idea and definitely keeps your mind occupied! The actual venue is very nicely decorated too, and I would definitely return for another visit.
I had a Hollywood wax at the Luxury Wax Bar at Exmouth Market and have awarded it 5 starts all round! Lovely staff with top quality treatments in a very nice environment.