I had one removed by a dentist in the chair when it got infected, think it was for the second time and a worse one. He took the one above out though rather than the infected one.
I had the other three taken out under anaesthesia in a clinic 2/3 months later, I think it was an NHS clinic but by paying I got in quicker.
That was some time ago now though. I agree they can be tricky, mine were about a week off being impacted and know people where their jaw had to be broken etc... to get them out.