How painful is it to wax your legs?

I have never waxed my legs before, but I really want to because I get tired of shaving them every day. I know that hair should be at least 1/4 of an inch, and I also heard that it's better to wax after your period because then it's less painful. But is it better to wax IMMEDIATELY after your period or should you wait a couple of days after your period ended to wax? When is the least painful time to wax? Also, how painful is it to wax for first-timers? Would taking pain reliever pills be necessary?