For me, it did make it seem less painful for some reason. You won't be able to do this with laser due to protective eyewear. If the pain makes you not want to go, perhaps you should step back and think about what you really want. The moral support can also be good for those who are prone to forgetting appointments or reluctant to go. It's easier to take when they're fresh.
Some people find that being in shape makes the pain more tolerable.
Some claim drinking a lot of water helps with pain. Try not to get wound up on the day of your appointment. That's why many people get weekend treatment. For those who can't control their stress level on their own, they may find a tranquilizer such as Valium useful. I find a little acupressure can work wonders.