I get them threaded. They look awesome afterward. It hurts pretty bad but it's much better than plucking for me. I have really thick eyebrow hair and when it's organized it looks really good--but the thickness is probably what makes them hurt so bad. So don't be scared by that, lol.
I pluck mine with my trusty tweezers because they're rather bushy and have a weird widening of the hairs half-way through if I don't. XD Sometimes I do pick them with my fingers too. To get out any that are loose.