I love threading. A good friend of mine is an Esthetician and she taught me how to wax myself (yes, everything ) but there is something about the brow arch you get with threading that can't be beat. It's very clean and fits the bone structure of your face. The first time you will want to cry but it gets much easier.
As a bonus if you use any retinols it won't take off skin layers like waxing will and if you use self-tanners you won't have to schedule the waxing around when you self-tan because it won't take the tanner off. I have a coworker who had a roommate in college that would thread herself all over; arms, legs, face etc. I don't think a Navy SEAL would be able to go through that.