S.G.
I just recently had my first Brazilian Wax... actually I'd never even had a bikini wax!
Bella Salon & Day Spa (in Katy, S. Mason near I-10) Michelle was absolutely WONDERFUL! They are very sanitary (Single Use Paddles, etc.) She explained every step she was doing and why, such as using a talc like powder so the strips would stick to the hair and not the skin. I hardly felt any pain! She calmed me down by just talking with me, like I said it was my first time. lol Since it was my first time it wasnt a full brazilian but more than a bikini so she didnt charge full price either.
Good Luck, I hope you find a place that makes you feel as comfortable and satisfied as I did. =)