A.S.
You got a lot of good answers and pointers. I don't bother with the disposable panties they give because it's pointless. I understand feeling self-conscious but salon estheticians are professionals and do so many. They're not fazed at all. Think of it like going to the gyne -- there isn't anything they haven't already seen. It only takes 10mins or so. I leave a little in the front and have everything else removed and still cringe when they apply the wax in the more "tender" areas, anticipating what's to come. It's a great feeling of cleanliness, though.
My co-worker is going to have laser/permanent removal and is using a groupon to defray the cost.