i swear by threading... i'm addicted
i used to get my brows waxed, but i was told that over time the delicate skin on your eyes could loose their elasticity due to the pulling/tugging caused by waxing, and you could end up with prematurely sagging eyelids. i didn't want to take the chance, so i switched to threading and i'm really happy with the results.
if you find a good threader who knows what they're doing, you should be able to achieve the same clean results as you did with waxing. the hair does grow back sooner than waxing though - i get mine done every 2 weeks, whereas when i waxed i could go 3 to 4 weeks.