I just recently got my eye brows threaded for the first time.
So far i am pleased..
The hair doesn't grow back as fast as waxing. Usually when i wax, the hair starts growing back after a week - week and a half. Since threading.. its been a week and a half and they still look clean and natural.
I guess it didn't hurt as much.
And i find the shape is natural (although that may depend on the person who did it)
So i would say go for it!
I couldnt tell you how they do it though