The dentist ordinarily doesn't scare me. I don't mind getting impressions, cleanings, or x-rays. Shots don't bother me. I had braces and teeth pulled as a child, and I've had all four of my widsom teeth removed. I've had three root canals (two on the same tooth, because the first one failed.) It cracks me up when people tell me I have nice teeth, just because so much freaking dental work went into them.
But I do feel your pain -- literally. When I was 18, I went in to get a cavity filled. They gave me the shots like they always did, waited for them to "take," and then started drilling. Guess what? I wasn't numb, and the drill hit a nerve. OUCH. Turns out I have some weird sort of nerve structure in my mouth, so the standard numbing procedure didn't work on me. And get this: the dentist snapped at me to not jump in the chair, and started drilling into me again! Me: "AIIIEEEEEEEEE!" Dentist: "Don't jump!" *whiiiiirrrrrrrrrrrrrrrrrrr*
When he finally figured out that I wasn't numb, they gave me another shot and tried again to no avail. They gave up and sent me to a specialist to get it done, and I found a new dentist.
Now I'm terrified whenever they give me shots and start drilling, because I'm just waiting for that god-awful pain to hit me again. It happened again last year. Thankfully, my new dentist was very understanding. It took two more tries to get me numb. Ugh.
I say go for the sedation dentistry. It'll save you a lot of grief and money as well.