I had four taken out at the one time a few years ago at the dentist's surgery and with a general anaesthetic. They bled for a day or two but there was absolutely NO pain.
As a dental nurse many, many years ago, I remember 2 things particularly. Firstly, the next day or 2 bathe the mouth frequently with hot (as hot as you can stand it), salty water, holding each mouthful until it cools off. Secondly, unluckily one can occasionally end up with a very painful infection known as "dry socket". In which case, see dental surgeon advice asap.
I had mine all taken out in hospital before they broke thru (mouth too small, teeth too big). No real problems other than looking like a hamster for a few days. I did the salt water thing tho.