Some people do like it. My father enjoys going to the dentist, he says, because he likes that he can walk out of there knowing his teeth are as clean and fixed as can be. besides, if you have a high pain tolerance or if the sound from the drill doesn't bug you the fuck out it's like getting your hair or nails done I guess.
I always get a shot though. I got two today so the left side of my face was retarded for a few hours.