Im not having my wisdom teeth removed but im having 5 other teeth extracted. I have a dental phobia and would not be able to cope been fully awake having them taken out so my dentist is sending me to a dental phobia clinic to have IV sedation plus they will still numb me. They can take wisdom teeth out by just numbing you. Some dentist also use gas and air (Happy gas) to make you feel relaxed.
Hope this as been some help to you but I think the best thing to do is to ask your dentist as every one is different.