They are always very reluctant to put you to sleep just for a filling, especially if you have breathing problems as there's always a tiny chance you won't wake up so it's not worth taking the risk for a filling.
I've had one filling and it was in a molar, but I got it removed this time two years ago so I guess I don't have any fillings now. I really don't like the needle part. The pain isn't bad, but my dentist made me keep my eyes open (so he knew I hadn't fainted, apparently :S) and all I could see was this big needle in front of my face!! :(
Other than that, the noises make me squirm because it's just so horrible but it's not painful I think.

