I was put off after the first few times I had it done it hurt like hell. I find waxing quite relaxing whereas threading more of a faff as you have to hold your skin taut for the threader.
Saying that, I was tempted by a half price offer in Superdrug (not sure if it's just our one of generally) and I have to say it didn't hurt anywhere like before, maybe it's the technique of the threader?
I can't say I've noticed any real difference with regrowth. As for finish, I think, again, it depends on the threader/waxer.