In my case, I rank "Loss of Control" 1st and "Pain" 2nd...the needles and gagging aren't as much of an issue for me although it always does send my heart racing when I hear the dentist say "okay, I'm gonna get you good and numb now...you may feel a small pinch" but once she starts the injection, I'm actually okay and can calm myself back down. But she's VERY GOOD at delivering painless injections and I usually don't even feel a pinch (and she doesn't use the wand or numbing gel). Gagging is at the forefront of my concerns with cleanings because I almost always gag during those at least once from either the toothpaste or the massive amounts of water but it doesn't bother me enough that it causes a phobia. Pain only really concerns me with actual procedures like fillings but cleanings I'm okay with...still nervous because of the control thing but alright.
The reason I rank "Loss of Control" over "Pain" is that I feel that if I'm in control and pain, or as dentists call it "discomfort," does occur, then I can at least do something about it such as using a stop signal, receiving more anesthetic, etc. I am also one of those people who needs to know what's happening at each step and what sensations to expect. My dentist knows from experience that I am EXTREMELY JUMPY and pretty much anything can send me up and out of the chair (even with procedures I'm familiar with) so she always warns me ahead of time of noises, pressure, vibration, air, water, etc., and if I know whats coming I can cope much easier. I think if you're fearful of sensing pain, your body will look for any trace of a sensation that might be pain so it's easy to misconstrue a sensation like pressure or vibration as a painful thing. However, if your expectation is changed in advance, by being informed of the true sensation before it occurs, then it can disarm or short circuit that reaction before it happens...just a theory.