As above, if you can find a local shop with a Phil Wood or similar spoke threader, it's really easy. Assuming it's already set up for the correct gauge spoke (it often is), then setup is 30 seconds and maybe 10 seconds/spoke.
On the other hand, if they have one of those cheap tiny 3 roller ones then it's a PITA. I've had shops, even on an empty day, go with the "We don't use it often, can't find it" excuse just to avoid using them (wasn't a great shop).