I used to go to Gene Juarez or the Spa at Pro Sports--while I still go to Pro Sports for that relaxing facial, I go to In Spa for waxing. It's inexpensive, they do a decent job and there is no tipping! It may not be as cheap as your local nail place, but it's very sanitary and just like a regular spa with private rooms and licensed aethesticians.
Just like anywhere, it depends on who you get...I've had an excellent experience there the 5 out of 6 times I've gone.
There are locations all over the greater Seattle area, and there's a new one in Redmond at the just opened Whole Foods Center.