I'm a student dentist (graduate in a few months). I extracted several teeth this past week, including a few 3rd molars (wisdom teeth).
Are your thirds fully erupted? i.e. can you see them when you look into your mouth with a mirror? If so the extraction is much easier and if your dentist is confident he/she can get them out, you're good. If they're impacted (can't see them) then you may just want to get them removed at an oral surgeon's place.
Thirds with a lot of decay are tougher to remove. Do they hurt? Super sensitive to cold, painful when chewing? Can you see a large hole on the tooth?
Upper thirds are much easier than lower thirds.
If your thirds are impacted and you have the cash, general anesthesia (going to sleep) at an oral surgeon's office is your best bet.
If your thirds are erupted and not falling apart, and your dentist is confident in his/her skills as they pertain to your particular case, just save $$ and get them out under local anesthesia.
I hope that helps. Let me know if you have any questions. I'm happy to help.
p.s: Good job on getting them out

. IMO, EVERYONE should get them removed in their early 20's. They're hard for people to keep clean so they just serve as a nidus of infection, leading to periodontal disease that begins to spread to your other healthy teeth - especially if your hygiene isn't awesome. And, they
suck for dentists to work on

.
p.p.s: Their eruption does
NOT leading to crowding of your other teeth. Common myth.