Trek,
I had a Bartholin's cyst for years...really. My Gyno took the stance that as long as it did not bother me, to just leave it alone. Sometimes, they will abcess and become EXTREMELY painful. Fortunately, mine never did. Last fall, just because I was tired of it always being there...I had it drained. It was no big deal. I did not require any anesthesia, or numbing agent and it was all done in-office. So far, it has not returned.

Hope you find this encouraging, if it comes to it...don't fear the draining, it was totally manageable.