I had a bad experience with waxing a while back. I got slightly burned from the hot wax, and the waxer kept trying to convince me that it was a scar that was there before. I was pretty young then, and didn't really know how to argue back, so I let it go. But after that, I stuck to home plucking.
But my friend introduced me to threading recently, and I haven't looked back. I love it! It doesn't hurt (at least for me, just slightly prickly feeling), and looks so nice and clean. Plus no possibility of getting burned!