Will the pain from a wisdom tooth extraction hurt worse than letting them come in all the way?

I'm getting one of my last wisdom teeth in now and let me tell ya, it hurts like a bit**. None of the otter ones have hurt this bad, so I'm definitely thinking this one is going to have to be removed. Will the pain of getting them taken out feel worse than this horrible pain I'm experiencing now? Also, does anyone know if they will give anti anxiety medication before performing the surgery?