I didn't want to be knocked out for mine. I just don't like having to be knocked out period. All 4 of mine were impacted, and the actual extraction of them was not painful at all (with the numbness of course).
If you could stand a LOT of crunching and crackling it isn't that bad to be awake. Man they really have to yank hard and jerk your mouth around to get those suckers out though.