Well, I had all four removed at 19...had to be surgical, they were impacted.
Definitely the sooner the better, if they are a problem. The longer you wait the more the roots dig in.

Mine was -not- that bad...I was knocked completely out, and next thing I remember I was drooling chocolate ice cream down my chin. The most painful part was my temporo-mandibular joint...I guess they had to really pry my mouth open, because it hurt to move my jaw for the next couple of weeks. The sockets themselves were sore but not unbearable...I ate soup for a few days and then soft food. Opening and closing my mouth hurt a lot more than the actual extraction sites.
I had no complications, and the bottle of pain pills they sent home went unused.